+58.1%
PPL vs PEGA
+48.6%
+9.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +0.8% |
| 7D | +1.0% | -1.6% | +2.6% | +1.1% |
| 30D | +6.8% | -3.0% | +9.8% | +6.9% |
| 3M | +3.9% | +5.8% | -1.9% | +3.7% |
| 6M | -2.0% | -8.8% | +6.8% | -1.9% |
| YTD | +5.3% | -43.5% | +48.8% | +6.4% |
| 1Y | +2.2% | -43.4% | +45.6% | +3.2% |
| All | +58.1% | +48.6% | +9.5% | +45.7% |
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