+200.3%
PWR vs PEGA
+55.9%
+144.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | +3.6% | +3.3% | +0.3% | +3.2% |
| 30D | -8.6% | +17.7% | -26.3% | -10.3% |
| 3M | -13.2% | +5.8% | -19.0% | -13.8% |
| 6M | +9.9% | -20.3% | +30.2% | +13.6% |
| YTD | +48.0% | -37.1% | +85.2% | +59.0% |
| 1Y | +66.2% | -30.2% | +96.4% | +73.3% |
| All | +200.3% | +55.9% | +144.4% | +172.1% |
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