+43.6%
PENG vs PEGA
-45.3%
+89.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -3.5% | +15.9% | +13.2% |
| 7D | -19.4% | -4.5% | -14.9% | -18.6% |
| 30D | -42.4% | -5.7% | -36.7% | -41.9% |
| 3M | -25.6% | +2.6% | -28.2% | -27.2% |
| 6M | +7.3% | -10.6% | +17.9% | +7.0% |
| YTD | +113.9% | -45.5% | +159.3% | +142.9% |
| 1Y | +93.6% | -44.8% | +138.4% | +118.9% |
| 3Y | +170.2% | +45.5% | +124.7% | +109.0% |
| All | +43.6% | -45.3% | +89.0% | +62.7% |
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