-57.3%
PINS vs PEGA
-45.8%
-11.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | -9.4% | -8.6% | -0.7% | -6.0% |
| 30D | -10.2% | -10.1% | -0.1% | -6.3% |
| 3M | -19.0% | -4.7% | -14.3% | -17.8% |
| 6M | -7.4% | -8.0% | +0.6% | -5.6% |
| YTD | -25.7% | -47.1% | +21.4% | -7.3% |
| 1Y | -29.7% | -47.5% | +17.7% | -12.3% |
| 3Y | -38.1% | +40.2% | -78.4% | -56.0% |
| 5Y | -57.3% | -45.7% | -11.5% | -50.2% |
| All | -57.3% | -45.8% | -11.4% | -50.2% |
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 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