+28.9%
PM vs PEGA
-47.6%
+76.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.9% | +1.5% | -2.6% |
| 7D | -7.3% | -10.0% | +2.7% | -7.8% |
| 30D | -4.0% | -12.7% | +8.7% | -4.7% |
| 3M | +2.7% | -4.6% | +7.3% | +2.7% |
| 6M | +14.9% | -13.1% | +27.9% | +13.4% |
| YTD | +23.5% | -47.6% | +71.1% | +17.4% |
| All | +28.9% | -47.6% | +76.5% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling