+180.5%
PL vs PEGA
-30.0%
+210.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -9.3% | +3.3% | -12.6% | -9.9% |
| 30D | -18.9% | +17.7% | -36.7% | -21.7% |
| 3M | -58.4% | +5.8% | -64.2% | -58.4% |
| 6M | -30.3% | -20.3% | -10.1% | -22.5% |
| YTD | -8.1% | -37.1% | +29.0% | +14.1% |
| 1Y | +180.5% | -30.2% | +210.7% | +191.2% |
| All | +180.5% | -30.0% | +210.5% | +191.2% |
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 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