+54.4%
PENG vs PEGA
-47.0%
+101.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -3.9% | +13.2% | +10.1% |
| 7D | -3.8% | -10.0% | +6.2% | -1.6% |
| 30D | -40.1% | -12.7% | -27.4% | -38.5% |
| 3M | -21.8% | -4.6% | -17.2% | -22.2% |
| 6M | +3.3% | -13.1% | +16.4% | +3.6% |
| YTD | +133.6% | -47.6% | +181.2% | +167.4% |
| 1Y | +110.7% | -47.0% | +157.7% | +140.2% |
| 3Y | +204.3% | +42.0% | +162.3% | +135.9% |
| 5Y | +54.4% | -47.8% | +102.2% | +76.2% |
| All | +54.4% | -47.0% | +101.4% | +76.2% |
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