+50.6%
POET vs PEGA
-30.0%
+80.6%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.0% | +9.0% | +8.1% |
| 7D | +5.6% | +3.3% | +2.3% | +5.3% |
| 30D | -2.1% | +17.7% | -19.9% | -4.0% |
| 3M | -48.8% | +5.8% | -54.6% | -48.4% |
| 6M | +15.8% | -20.3% | +36.0% | +20.9% |
| YTD | +25.1% | -37.1% | +62.3% | +39.8% |
| 1Y | +50.6% | -30.2% | +80.8% | +70.3% |
| All | +50.6% | -30.0% | +80.6% | +70.3% |
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