-19.3%
PNR vs PEGA
-48.2%
+28.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.4% |
| 7D | -3.9% | -6.1% | +2.3% | -2.6% |
| 30D | -13.8% | +6.4% | -20.2% | -15.1% |
| 3M | -22.5% | +2.9% | -25.5% | -23.7% |
| 6M | -37.2% | -23.8% | -13.3% | -34.2% |
| YTD | -44.2% | -41.1% | -3.2% | -38.6% |
| 1Y | -46.6% | -38.2% | -8.4% | -42.3% |
| 3Y | -12.5% | +49.8% | -62.4% | -28.7% |
| 5Y | -19.3% | -48.0% | +28.7% | -16.4% |
| All | -19.3% | -48.2% | +28.8% | -16.4% |
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