+1,983.5%
PEG vs PEGA
+1,001.0%
+982.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +1.5% | -8.6% | +10.1% | +1.9% |
| 30D | +5.0% | -10.1% | +15.1% | +5.4% |
| 3M | -0.3% | -4.7% | +4.4% | -0.2% |
| 6M | -2.7% | -8.0% | +5.3% | -2.6% |
| YTD | -5.1% | -47.1% | +42.1% | -2.9% |
| 1Y | -8.3% | -47.5% | +39.2% | -6.2% |
| 3Y | +33.0% | +40.2% | -7.2% | +28.6% |
| 5Y | +41.3% | -45.7% | +87.0% | +40.7% |
| 10Y | +164.5% | +85.1% | +79.5% | +149.5% |
| All | +1,983.5% | +1,001.0% | +982.5% | +1,656.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling