+824.1%
PODD vs PEGA
+1,576.6%
-752.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.8% |
| 7D | +1.6% | +3.3% | -1.7% | +0.7% |
| 30D | +10.7% | +17.7% | -7.1% | +5.2% |
| 3M | +0.7% | +5.8% | -5.1% | -1.8% |
| 6M | -39.3% | -20.3% | -19.0% | -35.9% |
| YTD | -48.1% | -37.1% | -11.0% | -42.1% |
| 1Y | -57.4% | -30.2% | -27.2% | -54.3% |
| 3Y | -23.3% | +48.1% | -71.4% | -40.1% |
| 5Y | -51.3% | -46.8% | -4.5% | -49.6% |
| 10Y | +242.0% | +191.3% | +50.7% | +98.2% |
| All | +824.1% | +1,576.6% | -752.5% | +151.4% |
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