+5.3%
PPG vs PEGA
-30.0%
+35.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.6% |
| 7D | -1.5% | +3.3% | -4.8% | -1.5% |
| 30D | -5.0% | +17.7% | -22.7% | -5.1% |
| 3M | +1.1% | +5.8% | -4.7% | +0.9% |
| 6M | -3.2% | -20.3% | +17.1% | -3.8% |
| YTD | +11.9% | -37.1% | +49.0% | +11.5% |
| 1Y | +5.3% | -30.2% | +35.5% | +2.4% |
| All | +5.3% | -30.0% | +35.3% | +2.4% |
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