-36.2%
PDD vs PEGA
-35.6%
-0.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.2% | +1.2% | -2.4% |
| 7D | -4.1% | -2.4% | -1.7% | -3.8% |
| 30D | -13.1% | +9.6% | -22.7% | -14.2% |
| 3M | -3.5% | +2.3% | -5.8% | -4.8% |
| 6M | -21.8% | -23.9% | +2.1% | -20.7% |
| YTD | -29.7% | -39.8% | +10.1% | -25.9% |
| 1Y | -36.2% | -37.4% | +1.2% | -33.6% |
| All | -36.2% | -35.6% | -0.6% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling