-23.7%
PDD vs PEGA
-46.5%
+22.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | -4.1% | +3.3% | -7.4% | -5.0% |
| 30D | -9.6% | +17.7% | -27.3% | -14.0% |
| 3M | -4.3% | +5.8% | -10.1% | -6.8% |
| 6M | -18.8% | -20.3% | +1.5% | -14.8% |
| YTD | -27.5% | -37.1% | +9.6% | -19.4% |
| 1Y | -33.6% | -30.2% | -3.4% | -29.1% |
| 3Y | -20.4% | +48.1% | -68.5% | -42.9% |
| All | -23.7% | -46.5% | +22.8% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling