-53.0%
PODD vs PEGA
-47.9%
-5.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.2% | +0.6% | -2.6% |
| 7D | -4.1% | -2.4% | -1.7% | -3.6% |
| 30D | +0.8% | +9.6% | -8.8% | -1.3% |
| 3M | -6.1% | +2.3% | -8.4% | -7.1% |
| 6M | -40.0% | -23.9% | -16.1% | -37.0% |
| YTD | -49.9% | -39.8% | -10.2% | -45.3% |
| 1Y | -59.3% | -37.4% | -21.9% | -56.1% |
| 3Y | -17.2% | +53.1% | -70.4% | -32.9% |
| 5Y | -53.0% | -47.2% | -5.8% | -40.0% |
| All | -53.0% | -47.9% | -5.0% | -40.0% |
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