-35.5%
PINS vs PEGA
-44.4%
+8.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +1.4% | -2.9% | +4.3% | +2.5% |
| 30D | +5.8% | -0.5% | +6.3% | +6.0% |
| 3M | -17.0% | +8.5% | -25.5% | -19.3% |
| 6M | +1.8% | -6.3% | +8.0% | +2.3% |
| YTD | -18.0% | -42.2% | +24.2% | -4.8% |
| 1Y | -35.5% | -43.4% | +7.9% | -20.8% |
| All | -35.5% | -44.4% | +8.9% | -20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling