+143.9%
PM vs PEGA
+43.4%
+100.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.8% |
| 7D | -5.2% | -4.5% | -0.7% | -5.2% |
| 30D | +2.7% | -5.7% | +8.4% | +2.7% |
| 3M | +5.2% | +2.6% | +2.7% | +5.2% |
| 6M | +17.0% | -10.6% | +27.6% | +16.9% |
| YTD | +25.5% | -45.5% | +71.0% | +26.3% |
| 1Y | +35.5% | -44.8% | +80.3% | +36.3% |
| 3Y | +143.9% | +45.5% | +98.4% | +132.2% |
| All | +143.9% | +43.4% | +100.5% | +132.2% |
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