-20.8%
POET vs PEGA
+1,112.2%
-1,133.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.0% | +9.0% | +8.2% |
| 7D | +5.6% | +3.3% | +2.3% | +5.1% |
| 30D | -2.1% | +17.7% | -19.9% | -4.4% |
| 3M | -48.8% | +5.8% | -54.6% | -49.5% |
| 6M | +15.8% | -20.3% | +36.0% | +18.3% |
| YTD | +25.1% | -37.1% | +62.3% | +31.2% |
| 1Y | +50.6% | -30.2% | +80.8% | +55.8% |
| 3Y | +107.9% | +48.1% | +59.8% | +93.0% |
| 5Y | -11.0% | -46.8% | +35.8% | -10.7% |
| 10Y | +25.7% | +191.3% | -165.6% | +12.5% |
| All | -20.8% | +1,112.2% | -1,133.0% | -23.9% |
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