+1,243.6%
PNR vs PEGA
+1,037.5%
+206.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.1% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +31.7% | -4.1% | +35.8% | +32.2% |
| 3M | +2.6% | -2.8% | +5.5% | +2.7% |
| 6M | -6.4% | -0.4% | -5.9% | -7.0% |
| YTD | -33.4% | -45.4% | +11.9% | -29.7% |
| 1Y | -35.1% | -42.6% | +7.6% | -31.9% |
| 3Y | +17.1% | +45.4% | -28.3% | +8.4% |
| 5Y | -3.5% | -44.6% | +41.0% | -3.2% |
| 10Y | +100.2% | +91.2% | +9.0% | +78.0% |
| All | +1,243.6% | +1,037.5% | +206.1% | +773.6% |
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