+29.8%
Q vs PEGA
-47.6%
+77.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -3.9% | +10.8% | +6.5% |
| 7D | +8.4% | -10.0% | +18.4% | +7.4% |
| 30D | -1.2% | -12.7% | +11.5% | -2.3% |
| 3M | -9.3% | -4.6% | -4.7% | -9.8% |
| 6M | -15.0% | -13.1% | -1.9% | -13.7% |
| YTD | +53.5% | -47.6% | +101.1% | +72.4% |
| All | +29.8% | -47.6% | +77.4% | +46.1% |
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 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