+16.8%
PM vs PEGA
-38.8%
+55.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.4% |
| 7D | -1.2% | -6.1% | +4.9% | -1.5% |
| 30D | -0.2% | +6.4% | -6.5% | +0.2% |
| 3M | +4.9% | +2.9% | +2.0% | +4.8% |
| 6M | +9.0% | -23.8% | +32.9% | +7.7% |
| YTD | +17.8% | -41.1% | +58.8% | +15.9% |
| 1Y | +16.8% | -38.2% | +55.0% | +15.6% |
| All | +16.8% | -38.8% | +55.7% | +15.6% |
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