+107.8%
PENG vs PEGA
-46.5%
+154.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.0% | +7.4% | +6.7% |
| 7D | +4.5% | +3.3% | +1.3% | +3.7% |
| 30D | -7.1% | +17.7% | -24.9% | -11.2% |
| 3M | -27.3% | +5.8% | -33.1% | -29.5% |
| 6M | +169.6% | -20.3% | +189.8% | +182.1% |
| YTD | +164.6% | -37.1% | +201.8% | +193.7% |
| 1Y | +109.5% | -30.2% | +139.7% | +123.3% |
| 3Y | +98.9% | +48.1% | +50.8% | +56.6% |
| All | +107.8% | -46.5% | +154.3% | +159.0% |
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