-22.3%
PINS vs PEGA
-6.0%
-16.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.5% | -0.7% | -2.5% |
| 7D | -2.1% | -4.5% | +2.4% | +0.3% |
| 30D | -6.6% | -5.7% | -1.0% | -3.9% |
| 3M | -18.7% | +2.6% | -21.3% | -20.2% |
| 6M | -10.4% | -10.6% | +0.2% | -7.2% |
| YTD | -26.8% | -45.5% | +18.7% | -5.6% |
| 1Y | -27.9% | -44.8% | +16.9% | -8.0% |
| 3Y | -38.7% | +45.5% | -84.2% | -61.5% |
| 5Y | -59.0% | -45.3% | -13.7% | -51.3% |
| All | -22.3% | -6.0% | -16.3% | -42.0% |
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