+411.1%
PWR vs PEGA
-44.5%
+455.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.8% |
| 7D | +11.3% | +0.1% | +11.2% | +11.2% |
| 30D | -8.9% | -4.1% | -4.7% | -8.6% |
| 3M | -10.5% | -2.8% | -7.7% | -10.7% |
| 6M | -22.2% | -0.4% | -21.7% | -23.3% |
| YTD | +42.7% | -45.4% | +88.1% | +54.0% |
| 1Y | +41.1% | -42.6% | +83.7% | +50.7% |
| 3Y | +242.7% | +45.4% | +197.3% | +200.3% |
| All | +411.1% | -44.5% | +455.6% | +494.4% |
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