+42.8%
PEG vs PEGA
-47.0%
+89.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.9% | +7.3% | +3.5% |
| 7D | +0.9% | -10.0% | +10.9% | +1.3% |
| 30D | +3.8% | -12.7% | +16.5% | +4.4% |
| 3M | +0.1% | -4.6% | +4.7% | +0.1% |
| 6M | -1.0% | -13.1% | +12.1% | -0.6% |
| YTD | -4.1% | -47.6% | +43.4% | -1.2% |
| 1Y | -6.9% | -47.0% | +40.2% | -4.2% |
| 3Y | +35.6% | +42.0% | -6.4% | +28.4% |
| 5Y | +42.8% | -47.8% | +90.6% | +37.7% |
| All | +42.8% | -47.0% | +89.8% | +37.7% |
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