+24.5%
Q vs PEGA
-51.3%
+75.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.7% | -3.4% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | -2.7% | -4.1% | +1.5% | -2.9% |
| 3M | -16.9% | -2.8% | -14.1% | -17.1% |
| 6M | -26.9% | -0.4% | -26.4% | -26.2% |
| YTD | +45.2% | -45.4% | +90.6% | +63.4% |
| 1Y | +38.1% | -42.6% | +80.8% | +50.1% |
| All | +24.5% | -51.3% | +75.8% | +50.1% |
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 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