+5,227.7%
PSA vs PEGA
+991.9%
+4,235.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.5% |
| 7D | +1.5% | -10.0% | +11.5% | +2.2% |
| 30D | +16.7% | -12.7% | +29.3% | +17.8% |
| 3M | +4.0% | -4.6% | +8.6% | +4.2% |
| 6M | +10.9% | -13.1% | +23.9% | +11.5% |
| YTD | +34.2% | -47.6% | +81.8% | +39.4% |
| 1Y | +26.6% | -47.0% | +73.7% | +31.4% |
| 3Y | +54.7% | +42.0% | +12.7% | +46.5% |
| 5Y | +30.0% | -47.8% | +77.9% | +29.9% |
| 10Y | +132.7% | +92.0% | +40.7% | +109.6% |
| All | +5,227.7% | +991.9% | +4,235.8% | +3,802.4% |
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