+28.3%
PENG vs PEGA
-43.7%
+72.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -2.3% | -20.7% | -22.5% |
| 7D | -36.7% | -1.6% | -35.1% | -36.4% |
| 30D | -42.0% | -3.0% | -39.1% | -41.8% |
| 3M | -33.2% | +5.8% | -39.0% | -35.0% |
| 6M | +2.1% | -8.8% | +10.9% | +1.5% |
| YTD | +90.3% | -43.5% | +133.8% | +114.7% |
| 1Y | +67.7% | -43.4% | +111.1% | +88.9% |
| 3Y | +154.2% | +48.6% | +105.6% | +96.3% |
| 5Y | +28.3% | -43.3% | +71.6% | +41.9% |
| All | +28.3% | -43.7% | +72.0% | +41.9% |
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 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