+253.6%
PH vs PEGA
-46.5%
+300.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -3.1% | +3.3% | -6.4% | -3.5% |
| 30D | -3.2% | +17.7% | -21.0% | -5.8% |
| 3M | +10.6% | +5.8% | +4.8% | +8.9% |
| 6M | -2.1% | -20.3% | +18.1% | +0.6% |
| YTD | +10.2% | -37.1% | +47.3% | +17.5% |
| 1Y | +28.2% | -30.2% | +58.4% | +33.2% |
| 3Y | +134.9% | +48.1% | +86.8% | +102.4% |
| All | +253.6% | -46.5% | +300.1% | +293.3% |
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