-76.1%
PLTD vs PEGA
-31.8%
-44.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.5% | +0.3% | -4.8% |
| 7D | +13.7% | -4.5% | +18.3% | +11.4% |
| 30D | +18.4% | -5.7% | +24.1% | +15.7% |
| 3M | -7.5% | +2.6% | -10.0% | -4.9% |
| 6M | -31.3% | -10.6% | -20.7% | -31.4% |
| YTD | -15.4% | -45.5% | +30.1% | -30.7% |
| 1Y | -18.4% | -44.8% | +26.4% | -32.2% |
| All | -76.1% | -31.8% | -44.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling