+4.8%
PEP vs PEGA
-46.9%
+51.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.2% |
| 7D | +4.6% | -8.2% | +12.8% | +4.6% |
| 30D | +14.0% | -11.6% | +25.6% | +13.9% |
| 3M | +5.4% | -4.2% | +9.5% | +5.5% |
| 6M | -5.1% | -12.0% | +6.8% | -6.6% |
| YTD | +3.1% | -46.9% | +50.0% | -3.6% |
| 1Y | +4.8% | -47.0% | +51.8% | -1.9% |
| All | +4.8% | -46.9% | +51.7% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling