+70.6%
PR vs PEGA
-47.0%
+117.6%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.7% |
| 7D | -0.5% | -8.6% | +8.2% | -1.3% |
| 30D | -4.6% | -10.1% | +5.5% | -5.4% |
| 3M | +4.7% | -4.7% | +9.4% | +4.5% |
| 6M | +12.4% | -8.0% | +20.4% | +12.8% |
| YTD | +62.9% | -47.1% | +110.0% | +50.6% |
| 1Y | +70.6% | -47.5% | +118.0% | +58.5% |
| All | +70.6% | -47.0% | +117.6% | +58.5% |
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