+96.9%
PSX vs PEGA
-44.4%
+141.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.6% | -4.5% |
| 7D | -5.2% | -2.9% | -2.3% | -5.2% |
| 30D | -3.7% | -0.5% | -3.2% | -3.7% |
| 3M | +26.8% | +8.5% | +18.3% | +26.8% |
| 6M | +47.3% | -6.3% | +53.6% | +46.7% |
| YTD | +105.4% | -42.2% | +147.6% | +104.7% |
| 1Y | +96.9% | -43.4% | +140.4% | +99.6% |
| All | +96.9% | -44.4% | +141.4% | +99.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling