+209.7%
PH vs PEGA
-44.5%
+254.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | +4.3% | +0.1% | +4.3% | +4.3% |
| 30D | +0.1% | -4.1% | +4.3% | +0.5% |
| 3M | -9.4% | -2.8% | -6.5% | -9.5% |
| 6M | +8.8% | -0.4% | +9.2% | +7.3% |
| YTD | +9.6% | -45.4% | +55.0% | +18.8% |
| 1Y | +14.4% | -42.6% | +57.1% | +22.7% |
| 3Y | +134.5% | +45.4% | +89.1% | +101.1% |
| All | +209.7% | -44.5% | +254.2% | +218.9% |
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