+104.2%
REPL vs PEGA
+46.3%
+57.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.7% |
| 7D | +1.2% | +0.1% | +1.2% | +1.2% |
| 30D | +92.2% | -4.1% | +96.3% | +93.6% |
| 3M | +44.1% | -2.8% | +46.9% | +44.4% |
| 6M | +313.0% | -0.4% | +313.5% | +309.0% |
| YTD | +125.2% | -45.4% | +170.6% | +152.5% |
| 1Y | +143.8% | -42.6% | +186.4% | +168.7% |
| 3Y | +104.2% | +45.4% | +58.8% | +73.9% |
| All | +104.2% | +46.3% | +57.9% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling