-8.3%
PEG vs PEGA
-37.1%
+28.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.1% | -0.1% |
| 7D | -0.9% | -5.3% | +4.4% | -1.1% |
| 30D | -2.8% | +8.3% | -11.0% | -2.5% |
| 3M | -6.9% | +8.9% | -15.9% | -6.5% |
| 6M | -11.4% | -19.7% | +8.3% | -11.1% |
| YTD | -7.4% | -39.9% | +32.5% | -7.1% |
| 1Y | -8.3% | -36.4% | +28.1% | -8.0% |
| All | -8.3% | -37.1% | +28.9% | -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 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