+9,176.7%
PH vs PEGA
+1,035.4%
+8,141.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.5% | +6.3% | +3.3% |
| 7D | +2.0% | -4.5% | +6.5% | +2.5% |
| 30D | -3.7% | -5.7% | +2.0% | -3.2% |
| 3M | -14.0% | +2.6% | -16.6% | -14.7% |
| 6M | +2.1% | -10.6% | +12.7% | +2.4% |
| YTD | +5.1% | -45.5% | +50.5% | +10.9% |
| 1Y | +10.9% | -44.8% | +55.7% | +16.8% |
| 3Y | +132.9% | +45.5% | +87.4% | +113.0% |
| 5Y | +200.1% | -45.3% | +245.4% | +199.9% |
| 10Y | +783.8% | +102.4% | +681.4% | +670.1% |
| All | +9,176.7% | +1,035.4% | +8,141.3% | +5,698.2% |
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