+4.7%
PEP vs PEGA
-46.5%
+51.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -1.4% | +3.3% | -4.7% | -1.4% |
| 30D | +0.2% | +17.7% | -17.5% | 0.0% |
| 3M | -1.1% | +5.8% | -6.9% | -1.4% |
| 6M | -13.5% | -20.3% | +6.8% | -13.5% |
| YTD | -1.2% | -37.1% | +36.0% | -0.8% |
| 1Y | -1.6% | -30.2% | +28.6% | -1.5% |
| 3Y | -12.5% | +48.1% | -60.6% | -15.4% |
| All | +4.7% | -46.5% | +51.2% | +6.0% |
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