+11.1%
PL vs PEGA
-43.7%
+54.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.3% | -7.8% | -9.1% |
| 7D | -20.5% | -1.6% | -19.0% | -20.0% |
| 30D | -38.8% | -3.0% | -35.8% | -38.2% |
| 3M | -49.1% | +5.8% | -54.9% | -51.1% |
| 6M | -69.4% | -8.8% | -60.6% | -69.4% |
| YTD | -42.3% | -43.5% | +1.2% | -29.3% |
| 1Y | -14.2% | -43.4% | +29.2% | +5.3% |
| 3Y | +398.7% | +48.6% | +350.1% | +252.1% |
| 5Y | +11.1% | -43.3% | +54.5% | +51.2% |
| All | +11.1% | -43.7% | +54.8% | +51.2% |
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