-53.0%
REPL vs PEGA
-46.5%
-6.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.4% |
| 7D | -3.0% | +3.3% | -6.3% | -3.9% |
| 30D | +27.1% | +17.7% | +9.4% | +20.8% |
| 3M | +52.4% | +5.8% | +46.6% | +47.1% |
| 6M | +107.4% | -20.3% | +127.7% | +111.1% |
| YTD | +54.7% | -37.1% | +91.9% | +68.5% |
| 1Y | +158.9% | -30.2% | +189.1% | +169.6% |
| 3Y | -23.7% | +48.1% | -71.8% | -42.4% |
| All | -53.0% | -46.5% | -6.5% | -50.4% |
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