-22.5%
PDD vs PEGA
+43.4%
-65.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -0.7% |
| 7D | +5.6% | -4.5% | +10.1% | +6.1% |
| 30D | +5.8% | -5.7% | +11.4% | +6.4% |
| 3M | -8.6% | +2.6% | -11.2% | -9.1% |
| 6M | -18.8% | -10.6% | -8.2% | -18.4% |
| YTD | -26.8% | -45.5% | +18.7% | -23.1% |
| 1Y | -39.3% | -44.8% | +5.5% | -36.4% |
| 3Y | -22.5% | +45.5% | -68.0% | -31.9% |
| All | -22.5% | +43.4% | -65.9% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling