+15.2%
PLD vs PEGA
-46.5%
+61.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.6% |
| 7D | -2.4% | +3.3% | -5.7% | -2.9% |
| 30D | -2.4% | +17.7% | -20.2% | -5.0% |
| 3M | -3.8% | +5.8% | -9.6% | -5.1% |
| 6M | 0.0% | -20.3% | +20.3% | +2.6% |
| YTD | +9.2% | -37.1% | +46.4% | +15.8% |
| 1Y | +25.9% | -30.2% | +56.1% | +30.3% |
| 3Y | +21.3% | +48.1% | -26.8% | +3.3% |
| All | +15.2% | -46.5% | +61.7% | +7.4% |
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