+23.4%
PFE vs PEGA
+41.6%
-18.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.3% |
| 7D | -3.0% | -8.6% | +5.7% | -2.5% |
| 30D | +5.2% | -10.1% | +15.3% | +5.7% |
| 3M | +12.2% | -4.7% | +17.0% | +12.4% |
| 6M | +17.8% | -8.0% | +25.8% | +17.9% |
| YTD | +26.2% | -47.1% | +73.3% | +28.6% |
| 1Y | +23.2% | -47.5% | +70.6% | +25.5% |
| All | +23.4% | +41.6% | -18.2% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling