-8.4%
POET vs PEGA
-47.2%
+38.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.0% | -7.0% | -5.4% |
| 7D | +3.7% | -5.3% | +9.0% | +4.7% |
| 30D | -11.5% | +8.3% | -19.8% | -13.3% |
| 3M | -30.8% | +8.9% | -39.7% | -32.7% |
| 6M | +8.6% | -19.7% | +28.3% | +12.1% |
| YTD | +20.1% | -39.9% | +60.0% | +30.6% |
| 1Y | +35.7% | -36.4% | +72.1% | +46.0% |
| 3Y | +116.5% | +52.8% | +63.7% | +93.2% |
| 5Y | -8.4% | -45.7% | +37.2% | +3.5% |
| All | -8.4% | -47.2% | +38.7% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling