+68.0%
PWR vs PEGA
-38.8%
+106.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -2.2% |
| 7D | +2.7% | -6.1% | +8.8% | +1.8% |
| 30D | -5.1% | +6.4% | -11.5% | -4.2% |
| 3M | -9.4% | +2.9% | -12.3% | -7.3% |
| 6M | +10.4% | -23.8% | +34.3% | +12.1% |
| YTD | +48.6% | -41.1% | +89.7% | +50.1% |
| 1Y | +68.0% | -38.2% | +106.3% | +70.3% |
| All | +68.0% | -38.8% | +106.9% | +70.3% |
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