-17.2%
PODD vs PEGA
+48.1%
-65.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.2% | +0.6% | -2.8% |
| 7D | -4.1% | -2.4% | -1.7% | -3.7% |
| 30D | +0.8% | +9.6% | -8.8% | -0.7% |
| 3M | -6.1% | +2.3% | -8.4% | -6.9% |
| 6M | -40.0% | -23.9% | -16.1% | -38.2% |
| YTD | -49.9% | -39.8% | -10.2% | -47.0% |
| 1Y | -59.3% | -37.4% | -21.9% | -57.3% |
| 3Y | -17.2% | +53.1% | -70.4% | -28.5% |
| All | -17.2% | +48.1% | -65.3% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling