+453.5%
PENG vs PEGA
+20.5%
+433.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -2.3% | -20.7% | -22.2% |
| 7D | -36.7% | -1.6% | -35.1% | -36.2% |
| 30D | -42.0% | -3.0% | -39.1% | -41.7% |
| 3M | -33.2% | +5.8% | -39.0% | -36.0% |
| 6M | +2.1% | -8.8% | +10.9% | +0.5% |
| YTD | +90.3% | -43.5% | +133.8% | +123.8% |
| 1Y | +67.7% | -43.4% | +111.1% | +96.7% |
| 3Y | +154.2% | +48.6% | +105.6% | +66.6% |
| 5Y | +28.3% | -43.3% | +71.6% | +37.8% |
| All | +453.5% | +20.5% | +433.0% | +235.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling