+68.0%
REPL vs PEGA
+43.4%
+24.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -3.5% | +11.5% | +8.7% |
| 7D | +22.8% | -4.5% | +27.3% | +23.9% |
| 30D | +63.8% | -5.7% | +69.5% | +65.6% |
| 3M | +68.1% | +2.6% | +65.5% | +66.1% |
| 6M | +528.5% | -10.6% | +539.1% | +534.8% |
| YTD | +122.4% | -45.5% | +167.9% | +148.9% |
| 1Y | +154.4% | -44.8% | +199.1% | +183.0% |
| 3Y | +68.0% | +45.5% | +22.5% | +41.7% |
| All | +68.0% | +43.4% | +24.6% | +41.7% |
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