+42.6%
REPL vs PEGA
+12.8%
+29.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -3.5% | +11.5% | +9.3% |
| 7D | +22.8% | -4.5% | +27.3% | +24.8% |
| 30D | +63.8% | -5.7% | +69.5% | +67.1% |
| 3M | +68.1% | +2.6% | +65.5% | +64.3% |
| 6M | +528.5% | -10.6% | +539.1% | +533.7% |
| YTD | +122.4% | -45.5% | +167.9% | +158.2% |
| 1Y | +154.4% | -44.8% | +199.1% | +192.6% |
| 3Y | +68.0% | +45.5% | +22.5% | +10.8% |
| 5Y | -35.4% | -45.3% | +9.9% | -30.7% |
| All | +42.6% | +12.8% | +29.8% | -6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling