+8,390.6%
PWR vs PEGA
+611.5%
+7,779.1%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | +3.6% | +3.3% | +0.3% | +3.1% |
| 30D | -8.6% | +17.7% | -26.3% | -11.0% |
| 3M | -13.2% | +5.8% | -19.0% | -14.8% |
| 6M | +9.9% | -20.3% | +30.2% | +11.9% |
| YTD | +48.0% | -37.1% | +85.2% | +55.2% |
| 1Y | +66.2% | -30.2% | +96.4% | +70.6% |
| 3Y | +195.1% | +48.1% | +147.0% | +162.6% |
| 5Y | +442.6% | -46.8% | +489.4% | +445.1% |
| 10Y | +2,334.2% | +191.3% | +2,142.9% | +1,778.9% |
| All | +8,390.6% | +611.5% | +7,779.1% | +4,865.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling