+158.8%
PGR vs PEGA
-45.0%
+203.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.6% |
| 7D | -0.6% | -3.0% | +2.4% | -0.5% |
| 30D | +4.9% | +15.9% | -11.0% | +4.3% |
| 3M | +7.6% | +10.8% | -3.2% | +7.0% |
| 6M | +8.3% | -16.5% | +24.8% | +8.5% |
| YTD | +1.7% | -39.0% | +40.8% | +3.1% |
| 1Y | -6.8% | -37.3% | +30.4% | -5.8% |
| 3Y | +73.4% | +59.2% | +14.3% | +66.9% |
| All | +158.8% | -45.0% | +203.7% | +153.9% |
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 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