-47.4%
PNR vs PEGA
-37.1%
-10.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.3% | -1.5% |
| 7D | -5.5% | -5.3% | -0.2% | -5.1% |
| 30D | -15.6% | +8.3% | -23.9% | -16.1% |
| 3M | -20.2% | +8.9% | -29.1% | -20.9% |
| 6M | -36.6% | -19.7% | -16.9% | -35.7% |
| YTD | -45.0% | -39.9% | -5.1% | -43.9% |
| 1Y | -47.4% | -36.4% | -11.1% | -47.1% |
| All | -47.4% | -37.1% | -10.3% | -47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling