+69.9%
PR vs PEGA
+48.6%
+21.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -4.6% |
| 7D | -16.5% | -1.6% | -15.0% | -16.4% |
| 30D | -4.5% | -3.0% | -1.5% | -4.4% |
| 3M | +8.5% | +5.8% | +2.7% | +7.7% |
| 6M | -3.3% | -8.8% | +5.5% | -2.8% |
| YTD | +55.7% | -43.5% | +99.2% | +66.2% |
| 1Y | +82.0% | -43.4% | +125.4% | +93.9% |
| All | +69.9% | +48.6% | +21.3% | +47.3% |
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 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