-4.0%
PNR vs PEGA
-44.5%
+40.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +31.7% | -4.1% | +35.8% | +32.5% |
| 3M | +2.6% | -2.8% | +5.5% | +2.7% |
| 6M | -6.4% | -0.4% | -5.9% | -7.7% |
| YTD | -33.4% | -45.4% | +11.9% | -25.9% |
| 1Y | -35.1% | -42.6% | +7.6% | -28.7% |
| 3Y | +17.1% | +45.4% | -28.3% | -4.4% |
| All | -4.0% | -44.5% | +40.5% | -4.5% |
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 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