-77.0%
PLTD vs PEGA
-24.6%
-52.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.2% | +6.5% | +0.4% |
| 7D | +4.5% | -2.4% | +6.9% | +3.4% |
| 30D | -0.7% | +9.6% | -10.4% | +4.4% |
| 3M | -31.0% | +2.3% | -33.4% | -27.9% |
| 6M | -24.8% | -23.9% | -0.9% | -29.4% |
| YTD | -18.6% | -39.8% | +21.2% | -30.5% |
| 1Y | -31.8% | -37.4% | +5.6% | -40.0% |
| All | -77.0% | -24.6% | -52.4% | -71.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling