+124.7%
PENG vs PEGA
-44.4%
+169.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | 0.0% | -9.1% | -9.1% |
| 7D | -20.5% | -2.9% | -17.6% | -20.7% |
| 30D | -20.4% | -0.5% | -19.9% | -20.2% |
| 3M | -16.4% | +8.5% | -24.9% | -16.1% |
| 6M | +49.2% | -6.3% | +55.5% | +56.3% |
| YTD | +147.2% | -42.2% | +189.4% | +172.3% |
| 1Y | +124.7% | -43.4% | +168.1% | +155.5% |
| All | +124.7% | -44.4% | +169.1% | +155.5% |
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