+49.3%
PFG vs PEGA
-35.6%
+84.9%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -1.0% |
| 7D | +6.0% | -2.4% | +8.4% | +6.3% |
| 30D | +2.2% | +9.6% | -7.4% | +1.2% |
| 3M | +10.4% | +2.3% | +8.0% | +9.5% |
| 6M | +27.8% | -23.9% | +51.7% | +30.1% |
| YTD | +33.6% | -39.8% | +73.4% | +39.8% |
| 1Y | +49.3% | -37.4% | +86.7% | +55.4% |
| All | +49.3% | -35.6% | +84.9% | +55.4% |
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