-70.3%
PSKY vs PEGA
-47.9%
-22.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | +0.3% |
| 7D | +2.4% | -2.4% | +4.8% | +2.9% |
| 30D | +17.5% | +9.6% | +7.9% | +15.2% |
| 3M | +4.4% | +2.3% | +2.1% | +3.2% |
| 6M | -9.0% | -23.9% | +14.9% | -4.7% |
| YTD | -18.6% | -39.8% | +21.2% | -11.1% |
| 1Y | -27.7% | -37.4% | +9.7% | -22.1% |
| 3Y | -16.9% | +53.1% | -70.0% | -33.3% |
| 5Y | -70.3% | -47.2% | -23.0% | -68.9% |
| All | -70.3% | -47.9% | -22.3% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling