+840.0%
PODD vs PEGA
+1,309.9%
-469.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.5% |
| 7D | -9.1% | -8.6% | -0.4% | -6.6% |
| 30D | +7.3% | -10.1% | +17.4% | +10.6% |
| 3M | +3.7% | -4.7% | +8.4% | +4.7% |
| 6M | -2.7% | -8.0% | +5.3% | -1.5% |
| YTD | -47.2% | -47.1% | -0.1% | -38.1% |
| 1Y | -54.0% | -47.5% | -6.6% | -46.1% |
| 3Y | -3.3% | +40.2% | -43.5% | -23.7% |
| 5Y | -52.3% | -45.7% | -6.6% | -51.4% |
| 10Y | +322.4% | +85.1% | +237.3% | +182.0% |
| All | +840.0% | +1,309.9% | -469.9% | +168.5% |
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 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