+26.7%
Q vs PEGA
-44.0%
+70.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.6% | +1.6% |
| 7D | +0.2% | +3.3% | -3.0% | +0.4% |
| 30D | -11.1% | +17.7% | -28.9% | -10.5% |
| 3M | -22.1% | +5.8% | -27.9% | -19.9% |
| 6M | +0.5% | -20.3% | +20.7% | +6.7% |
| YTD | +47.8% | -37.1% | +85.0% | +67.7% |
| All | +26.7% | -44.0% | +70.7% | +54.0% |
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