+168.1%
PM vs PEGA
-45.3%
+213.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.7% |
| 7D | -5.2% | -4.5% | -0.7% | -5.1% |
| 30D | +2.7% | -5.7% | +8.4% | +2.8% |
| 3M | +6.1% | +2.6% | +3.6% | +6.0% |
| 6M | +18.0% | -10.6% | +28.6% | +18.1% |
| YTD | +26.6% | -45.5% | +72.1% | +28.3% |
| 1Y | +36.7% | -44.8% | +81.5% | +38.4% |
| 3Y | +146.0% | +45.5% | +100.5% | +136.9% |
| All | +168.1% | -45.3% | +213.4% | +149.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling