+403.1%
PL vs PEGA
+48.6%
+354.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.3% | -7.8% | -9.3% |
| 7D | -20.5% | -1.6% | -19.0% | -20.1% |
| 30D | -38.8% | -3.0% | -35.8% | -38.3% |
| 3M | -49.1% | +5.8% | -54.9% | -50.8% |
| 6M | -69.4% | -8.8% | -60.6% | -69.2% |
| YTD | -42.3% | -43.5% | +1.2% | -30.3% |
| 1Y | -14.2% | -43.4% | +29.2% | +3.8% |
| All | +403.1% | +48.6% | +354.5% | +286.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling