-0.8%
REPL vs PEGA
+30.1%
-30.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.3% |
| 7D | -3.0% | +3.3% | -6.3% | -4.2% |
| 30D | +27.1% | +17.7% | +9.4% | +18.5% |
| 3M | +52.4% | +5.8% | +46.6% | +44.7% |
| 6M | +107.4% | -20.3% | +127.7% | +110.6% |
| YTD | +54.7% | -37.1% | +91.9% | +71.1% |
| 1Y | +158.9% | -30.2% | +189.1% | +169.9% |
| 3Y | -23.7% | +48.1% | -71.8% | -49.1% |
| 5Y | -54.3% | -46.8% | -7.5% | -47.6% |
| All | -0.8% | +30.1% | -30.9% | -38.2% |
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