-46.9%
PINS vs PEGA
-35.6%
-11.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | -0.1% |
| 7D | -5.2% | -2.4% | -2.8% | -4.6% |
| 30D | -14.9% | +9.6% | -24.6% | -17.4% |
| 3M | -8.4% | +2.3% | -10.7% | -10.3% |
| 6M | +0.6% | -23.9% | +24.5% | +5.6% |
| YTD | -22.2% | -39.8% | +17.6% | -13.3% |
| 1Y | -46.9% | -37.4% | -9.5% | -41.7% |
| All | -46.9% | -35.6% | -11.3% | -41.7% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling