+837.9%
PM vs PEGA
+1,323.5%
-485.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | 0.0% |
| 7D | -2.4% | -4.6% | +2.2% | -2.0% |
| 30D | -1.3% | -6.8% | +5.5% | -0.7% |
| 3M | +6.5% | +2.6% | +4.0% | +6.0% |
| 6M | +7.0% | -5.4% | +12.4% | +6.8% |
| YTD | +25.8% | -46.0% | +71.8% | +32.1% |
| 1Y | +30.9% | -45.6% | +76.5% | +37.2% |
| 3Y | +148.0% | +43.2% | +104.8% | +124.9% |
| 5Y | +161.2% | -45.3% | +206.4% | +159.3% |
| 10Y | +261.5% | +88.9% | +172.6% | +198.4% |
| All | +837.9% | +1,323.5% | -485.6% | +419.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling