+79.3%
PR vs PEGA
+49.4%
+29.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | +2.9% | +3.3% | -0.4% | +2.6% |
| 30D | +18.0% | +17.7% | +0.3% | +16.1% |
| 3M | +16.9% | +5.8% | +11.1% | +16.0% |
| 6M | +28.2% | -20.3% | +48.5% | +31.3% |
| YTD | +69.3% | -37.1% | +106.5% | +78.7% |
| 1Y | +69.5% | -30.2% | +99.7% | +74.6% |
| All | +79.3% | +49.4% | +29.9% | +62.2% |
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