+21.1%
PL vs PEGA
-45.3%
+66.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -3.5% | +13.9% | +11.9% |
| 7D | -6.8% | -4.5% | -2.3% | -5.1% |
| 30D | -29.3% | -5.7% | -23.6% | -27.9% |
| 3M | -44.8% | +2.6% | -47.3% | -46.3% |
| 6M | -68.4% | -10.6% | -57.8% | -68.2% |
| YTD | -36.4% | -45.5% | +9.1% | -20.9% |
| 1Y | +0.7% | -44.8% | +45.5% | +24.5% |
| 3Y | +455.3% | +45.5% | +409.8% | +294.3% |
| All | +21.1% | -45.3% | +66.4% | +70.9% |
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