+763.1%
PM vs PEGA
+1,558.4%
-795.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -4.9% | +3.3% | -8.2% | -5.2% |
| 30D | -3.4% | +17.7% | -21.1% | -5.0% |
| 3M | +5.2% | +5.8% | -0.6% | +4.2% |
| 6M | +3.7% | -20.3% | +24.0% | +5.3% |
| YTD | +15.8% | -37.1% | +52.9% | +20.0% |
| 1Y | +17.4% | -30.2% | +47.6% | +19.9% |
| 3Y | +116.9% | +48.1% | +68.8% | +96.8% |
| 5Y | +117.3% | -46.8% | +164.1% | +118.3% |
| 10Y | +193.8% | +191.3% | +2.4% | +130.9% |
| All | +763.1% | +1,558.4% | -795.2% | +371.7% |
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