-60.9%
PODD vs PEGA
-38.8%
-22.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.6% |
| 7D | -6.9% | -6.1% | -0.8% | -5.6% |
| 30D | -3.5% | +6.4% | -9.8% | -4.7% |
| 3M | -13.6% | +2.9% | -16.5% | -14.9% |
| 6M | -42.6% | -23.8% | -18.8% | -41.6% |
| YTD | -51.5% | -41.1% | -10.4% | -48.6% |
| 1Y | -60.9% | -38.2% | -22.7% | -59.5% |
| All | -60.9% | -38.8% | -22.1% | -59.5% |
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 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