+39.4%
PPL vs PEGA
-46.5%
+85.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +2.7% | +3.3% | -0.6% | +2.5% |
| 30D | +0.5% | +17.7% | -17.3% | -0.3% |
| 3M | +0.7% | +5.8% | -5.1% | +0.3% |
| 6M | -7.6% | -20.3% | +12.7% | -6.8% |
| YTD | +1.8% | -37.1% | +39.0% | +3.7% |
| 1Y | -0.8% | -30.2% | +29.4% | +0.4% |
| 3Y | +56.9% | +48.1% | +8.8% | +48.3% |
| All | +39.4% | -46.5% | +85.9% | +31.3% |
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