+150.0%
PM vs PEGA
+46.3%
+103.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.2% |
| 7D | +0.5% | +0.1% | +0.5% | +0.5% |
| 30D | -3.2% | -4.1% | +0.9% | -3.2% |
| 3M | +6.2% | -2.8% | +9.1% | +6.2% |
| 6M | +7.7% | -0.4% | +8.1% | +7.6% |
| YTD | +27.3% | -45.4% | +72.7% | +28.1% |
| 1Y | +32.8% | -42.6% | +75.4% | +33.4% |
| 3Y | +150.0% | +45.4% | +104.6% | +140.3% |
| All | +150.0% | +46.3% | +103.7% | +140.3% |
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