+147.8%
PR vs PEGA
+180.1%
-32.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -4.4% |
| 7D | -16.5% | -1.6% | -15.0% | -16.3% |
| 30D | -4.5% | -3.0% | -1.5% | -4.2% |
| 3M | +8.5% | +5.8% | +2.7% | +6.9% |
| 6M | -3.3% | -8.8% | +5.5% | -3.0% |
| YTD | +55.7% | -43.5% | +99.2% | +69.8% |
| 1Y | +82.0% | -43.4% | +125.4% | +97.9% |
| 3Y | +62.5% | +48.6% | +13.8% | +34.1% |
| 5Y | +223.9% | -43.3% | +267.3% | +227.1% |
| 10Y | +64.2% | +109.7% | -45.5% | +49.1% |
| All | +147.8% | +180.1% | -32.3% | +128.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling