+5,189.6%
PSA vs PEGA
+1,001.0%
+4,188.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | 0.0% |
| 7D | -2.1% | -8.6% | +6.6% | -1.4% |
| 30D | +16.2% | -10.1% | +26.3% | +17.1% |
| 3M | +4.3% | -4.7% | +9.1% | +4.5% |
| 6M | +9.9% | -8.0% | +17.8% | +10.1% |
| YTD | +33.3% | -47.1% | +80.4% | +38.3% |
| 1Y | +25.8% | -47.5% | +73.3% | +30.6% |
| 3Y | +54.8% | +40.2% | +14.5% | +46.7% |
| 5Y | +27.5% | -45.7% | +73.3% | +27.0% |
| 10Y | +134.5% | +85.1% | +49.5% | +111.8% |
| All | +5,189.6% | +1,001.0% | +4,188.5% | +3,772.1% |
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