-14.5%
PDD vs PEGA
-45.6%
+31.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.7% |
| 7D | -1.0% | -8.2% | +7.2% | +1.4% |
| 30D | -2.4% | -11.6% | +9.2% | +0.7% |
| 3M | -14.6% | -4.2% | -10.5% | -14.3% |
| 6M | -19.6% | -12.0% | -7.6% | -18.1% |
| YTD | -30.0% | -46.9% | +16.9% | -18.8% |
| 1Y | -42.5% | -47.0% | +4.5% | -33.4% |
| 3Y | -27.2% | +40.9% | -68.1% | -48.5% |
| All | -14.5% | -45.6% | +31.1% | +21.5% |
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