+21.2%
RF vs PEGA
-45.2%
+66.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | -0.2% |
| 7D | -0.9% | -4.5% | +3.6% | -0.7% |
| 30D | +6.0% | -5.7% | +11.7% | +6.3% |
| 3M | -8.9% | +2.6% | -11.5% | -9.0% |
| 6M | +2.3% | -10.6% | +12.9% | +2.4% |
| YTD | +7.6% | -45.5% | +53.0% | +11.2% |
| 1Y | +21.2% | -44.8% | +65.9% | +24.9% |
| All | +21.2% | -45.2% | +66.4% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling