+29.3%
PSA vs PEGA
-44.4%
+73.8%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +10.5% | -2.9% | +13.4% | +10.6% |
| 30D | +21.7% | -0.5% | +22.2% | +21.7% |
| 3M | +6.1% | +8.5% | -2.4% | +5.8% |
| 6M | +18.3% | -6.3% | +24.6% | +17.4% |
| YTD | +36.1% | -42.2% | +78.2% | +30.8% |
| 1Y | +29.3% | -43.4% | +72.8% | +26.3% |
| All | +29.3% | -44.4% | +73.8% | +26.3% |
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 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