+129.9%
POET vs PEGA
+49.1%
+80.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.6% | -3.2% |
| 7D | +9.7% | -6.1% | +15.9% | +11.3% |
| 30D | -6.5% | +6.4% | -12.9% | -8.4% |
| 3M | -25.7% | +2.9% | -28.6% | -27.2% |
| 6M | +19.6% | -23.8% | +43.4% | +26.7% |
| YTD | +26.4% | -41.1% | +67.4% | +42.9% |
| 1Y | +50.1% | -38.2% | +88.3% | +67.4% |
| All | +129.9% | +49.1% | +80.8% | +82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling