+204.3%
PENG vs PEGA
+37.6%
+166.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -3.9% | +13.2% | +9.7% |
| 7D | -3.8% | -10.0% | +6.2% | -2.6% |
| 30D | -40.1% | -12.7% | -27.4% | -39.2% |
| 3M | -21.8% | -4.6% | -17.2% | -22.2% |
| 6M | +3.3% | -13.1% | +16.4% | +4.0% |
| YTD | +133.6% | -47.6% | +181.2% | +160.6% |
| 1Y | +110.7% | -47.0% | +157.7% | +134.4% |
| 3Y | +204.3% | +42.0% | +162.3% | +174.9% |
| All | +204.3% | +37.6% | +166.6% | +174.9% |
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 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