+33.5%
PEG vs PEGA
+48.1%
-14.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.9% | +0.9% |
| 7D | +1.0% | -2.4% | +3.4% | +1.1% |
| 30D | -1.9% | +9.6% | -11.5% | -2.2% |
| 3M | -3.7% | +2.3% | -6.0% | -3.8% |
| 6M | -9.4% | -23.9% | +14.5% | -8.4% |
| YTD | -6.0% | -39.8% | +33.8% | -3.9% |
| 1Y | -4.4% | -37.4% | +33.0% | -2.6% |
| 3Y | +33.5% | +53.1% | -19.6% | +23.8% |
| All | +33.5% | +48.1% | -14.5% | +23.8% |
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