+669.7%
PENG vs PEGA
+34.1%
+635.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.0% | +7.4% | +6.8% |
| 7D | +4.5% | +3.3% | +1.3% | +3.2% |
| 30D | -7.1% | +17.7% | -24.9% | -13.3% |
| 3M | -27.3% | +5.8% | -33.1% | -31.0% |
| 6M | +169.6% | -20.3% | +189.8% | +184.5% |
| YTD | +164.6% | -37.1% | +201.8% | +203.2% |
| 1Y | +109.5% | -30.2% | +139.7% | +126.3% |
| 3Y | +98.9% | +48.1% | +50.8% | +35.3% |
| 5Y | +116.3% | -46.8% | +163.0% | +155.1% |
| All | +669.7% | +34.1% | +635.6% | +354.6% |
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