+21.0%
PL vs PEGA
-44.6%
+65.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.9% | -0.7% |
| 7D | +10.0% | +0.1% | +9.9% | +10.0% |
| 30D | -2.3% | -4.1% | +1.9% | -2.1% |
| 3M | -44.2% | -2.8% | -41.4% | -44.3% |
| 6M | -66.1% | -0.4% | -65.7% | -66.2% |
| YTD | -30.0% | -45.4% | +15.4% | -12.6% |
| 1Y | +21.0% | -42.6% | +63.7% | +48.7% |
| All | +21.0% | -44.6% | +65.6% | +48.7% |
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 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