-39.4%
PSKY vs PEGA
+55.8%
-95.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.9% | -0.9% | -3.3% |
| 7D | -24.6% | -3.1% | -21.4% | -23.5% |
| 30D | -36.1% | -10.7% | -25.4% | -33.0% |
| 3M | -53.8% | -41.9% | -11.9% | -40.8% |
| 6M | -53.8% | -41.9% | -11.9% | -40.8% |
| YTD | -53.8% | -41.9% | -11.9% | -40.8% |
| 1Y | -58.4% | -36.4% | -22.0% | -47.1% |
| All | -39.4% | +55.8% | -95.2% | -33.6% |
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 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