+10,371.1%
PGR vs PEGA
+1,127.6%
+9,243.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.4% | +0.5% |
| 7D | -2.7% | -6.1% | +3.5% | -2.1% |
| 30D | +0.7% | +6.4% | -5.7% | +0.2% |
| 3M | +7.7% | +2.9% | +4.8% | +7.2% |
| 6M | +4.3% | -23.8% | +28.1% | +6.1% |
| YTD | +0.7% | -41.1% | +41.8% | +4.3% |
| 1Y | -5.7% | -38.2% | +32.6% | -2.9% |
| 3Y | +73.7% | +49.8% | +23.8% | +62.1% |
| 5Y | +158.4% | -48.0% | +206.4% | +158.2% |
| 10Y | +810.5% | +173.1% | +637.4% | +679.8% |
| All | +10,371.1% | +1,127.6% | +9,243.5% | +6,714.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling