-37.4%
PEGA vs EXR
+0.3%
-37.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.2% |
| 7D | -2.4% | -0.7% | -1.7% | -2.2% |
| 30D | +9.6% | -6.9% | +16.6% | +11.7% |
| 3M | +2.3% | -3.0% | +5.3% | +3.7% |
| 6M | -23.9% | -2.9% | -20.9% | -22.9% |
| YTD | -39.8% | +9.3% | -49.0% | -39.8% |
| 1Y | -37.4% | -0.9% | -36.5% | -33.9% |
| All | -37.4% | +0.3% | -37.7% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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