-18.0%
POET vs PEGA
-44.4%
+26.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.2% | -4.1% |
| 7D | -16.4% | -2.9% | -13.6% | -16.4% |
| 30D | -37.5% | -0.5% | -37.0% | -37.5% |
| 3M | -43.1% | +8.5% | -51.6% | -43.4% |
| 6M | -31.4% | -6.3% | -25.1% | -30.0% |
| YTD | -22.9% | -42.2% | +19.3% | -18.9% |
| 1Y | -18.0% | -43.4% | +25.5% | -12.0% |
| All | -18.0% | -44.4% | +26.5% | -12.0% |
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 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