+9,629.5%
PH vs PEGA
+1,209.2%
+8,420.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -3.1% | +3.3% | -6.4% | -3.4% |
| 30D | -3.2% | +17.7% | -21.0% | -5.3% |
| 3M | +10.6% | +5.8% | +4.8% | +9.1% |
| 6M | -2.1% | -20.3% | +18.1% | -0.5% |
| YTD | +10.2% | -37.1% | +47.3% | +14.6% |
| 1Y | +28.2% | -30.2% | +58.4% | +31.3% |
| 3Y | +134.9% | +48.1% | +86.8% | +114.8% |
| 5Y | +253.6% | -46.8% | +300.4% | +255.1% |
| 10Y | +804.7% | +191.3% | +613.4% | +660.1% |
| All | +9,629.5% | +1,209.2% | +8,420.3% | +5,895.0% |
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 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