-6.4%
PGR vs PEGA
-30.0%
+23.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.2% |
| 7D | +0.1% | +3.3% | -3.1% | 0.0% |
| 30D | +2.9% | +17.7% | -14.8% | +2.2% |
| 3M | +12.1% | +5.8% | +6.3% | +10.8% |
| 6M | +3.7% | -20.3% | +23.9% | +2.2% |
| YTD | +2.4% | -37.1% | +39.5% | +1.4% |
| 1Y | -6.4% | -30.2% | +23.8% | -6.0% |
| All | -6.4% | -30.0% | +23.6% | -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 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