-16.9%
PSKY vs PEGA
+48.1%
-64.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | -0.1% |
| 7D | +2.4% | -2.4% | +4.8% | +2.6% |
| 30D | +17.5% | +9.6% | +7.9% | +16.3% |
| 3M | +4.4% | +2.3% | +2.1% | +3.9% |
| 6M | -9.0% | -23.9% | +14.9% | -6.7% |
| YTD | -18.6% | -39.8% | +21.2% | -14.5% |
| 1Y | -27.7% | -37.4% | +9.7% | -24.5% |
| 3Y | -16.9% | +53.1% | -70.0% | -24.5% |
| All | -16.9% | +48.1% | -64.9% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling