+114.8%
PLTU vs PEGA
-31.7%
+146.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -3.0% |
| 7D | +21.9% | -4.6% | +26.5% | +26.1% |
| 30D | -35.3% | -6.8% | -28.5% | -31.9% |
| 3M | -7.7% | +2.6% | -10.3% | -11.4% |
| 6M | +24.2% | -5.4% | +29.6% | +30.7% |
| YTD | -37.5% | -46.0% | +8.5% | +7.0% |
| 1Y | -43.6% | -45.6% | +2.1% | -3.3% |
| All | +114.8% | -31.7% | +146.5% | +121.0% |
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