+119.6%
RF vs PEGA
+37.6%
+82.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.9% | +6.1% | +2.7% |
| 7D | -0.1% | -10.0% | +9.8% | +1.2% |
| 30D | +7.0% | -12.7% | +19.7% | +8.7% |
| 3M | -7.0% | -4.6% | -2.4% | -6.7% |
| 6M | +6.8% | -13.1% | +19.9% | +7.9% |
| YTD | +9.9% | -47.6% | +57.5% | +18.6% |
| 1Y | +21.1% | -47.0% | +68.1% | +30.3% |
| 3Y | +119.6% | +42.0% | +77.6% | +91.0% |
| All | +119.6% | +37.6% | +82.0% | +91.0% |
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