+779.9%
PRU vs PEGA
+3,140.3%
-2,360.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.5% | +0.9% | -1.8% |
| 7D | +2.4% | -4.5% | +6.9% | +3.5% |
| 30D | +6.1% | -5.7% | +11.8% | +7.5% |
| 3M | -0.7% | +2.6% | -3.3% | -1.8% |
| 6M | +22.1% | -10.6% | +32.7% | +23.5% |
| YTD | +9.8% | -45.5% | +55.3% | +23.4% |
| 1Y | +19.4% | -44.8% | +64.1% | +33.5% |
| 3Y | +50.4% | +45.5% | +4.8% | +24.7% |
| 5Y | +37.2% | -45.3% | +82.5% | +36.9% |
| 10Y | +119.5% | +102.4% | +17.2% | +55.6% |
| All | +779.9% | +3,140.3% | -2,360.5% | +267.6% |
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