+277.8%
PSX vs PEGA
-45.3%
+323.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.3% |
| 7D | -13.1% | -4.5% | -8.6% | -12.8% |
| 30D | -9.5% | -5.7% | -3.9% | -9.2% |
| 3M | +20.2% | +2.7% | +17.5% | +19.7% |
| 6M | +44.9% | -10.5% | +55.4% | +45.5% |
| YTD | +94.4% | -45.4% | +139.8% | +103.1% |
| 1Y | +83.1% | -44.7% | +127.8% | +90.9% |
| 3Y | +132.2% | +45.7% | +86.5% | +118.4% |
| All | +277.8% | -45.3% | +323.0% | +278.7% |
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