+1,643.3%
PLD vs PEGA
+539.4%
+1,103.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.9% |
| 7D | +0.4% | -1.6% | +2.0% | +0.6% |
| 30D | -0.1% | -3.0% | +2.9% | +0.1% |
| 3M | -7.9% | +5.8% | -13.8% | -8.8% |
| 6M | -7.0% | -8.8% | +1.9% | -6.7% |
| YTD | +3.1% | -43.5% | +46.6% | +8.4% |
| 1Y | +7.1% | -43.4% | +50.5% | +12.5% |
| 3Y | +32.9% | +48.6% | -15.7% | +21.4% |
| 5Y | +1.5% | -43.3% | +44.9% | +0.9% |
| 10Y | +245.9% | +109.7% | +136.2% | +198.7% |
| All | +1,643.3% | +539.4% | +1,103.9% | +1,153.1% |
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