+1.7%
PPL vs PEGA
-44.4%
+46.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.8% | -2.9% | +4.7% | +1.8% |
| 30D | +8.4% | -0.5% | +8.9% | +8.4% |
| 3M | +2.4% | +8.5% | -6.1% | +2.4% |
| 6M | -4.0% | -6.3% | +2.3% | -3.8% |
| YTD | +4.5% | -42.2% | +46.6% | +2.2% |
| 1Y | +1.7% | -43.4% | +45.2% | +0.8% |
| All | +1.7% | -44.4% | +46.2% | +0.8% |
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