+83.0%
PL vs PEGA
-42.2%
+125.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -0.8% |
| 7D | -9.3% | +3.3% | -12.6% | -10.6% |
| 30D | -18.9% | +17.7% | -36.7% | -24.8% |
| 3M | -58.4% | +5.8% | -64.2% | -60.3% |
| 6M | -30.3% | -20.3% | -10.1% | -25.8% |
| YTD | -8.1% | -37.1% | +29.0% | +8.1% |
| 1Y | +180.5% | -30.2% | +210.7% | +212.0% |
| 3Y | +444.1% | +48.1% | +396.0% | +299.4% |
| 5Y | +83.0% | -46.8% | +129.8% | +100.3% |
| All | +83.0% | -42.2% | +125.2% | +98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling