+318.3%
RF vs PEGA
+1,076.4%
-758.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.8% |
| 7D | -1.6% | -1.6% | 0.0% | -1.4% |
| 30D | +5.0% | -3.0% | +8.0% | +5.4% |
| 3M | -10.0% | +5.8% | -15.8% | -10.9% |
| 6M | +3.3% | -8.8% | +12.1% | +3.8% |
| YTD | +7.9% | -43.5% | +51.5% | +14.3% |
| 1Y | +21.2% | -43.4% | +64.6% | +28.2% |
| 3Y | +105.8% | +48.6% | +57.2% | +87.1% |
| 5Y | +43.7% | -43.3% | +87.1% | +43.6% |
| 10Y | +289.4% | +109.7% | +179.8% | +234.2% |
| All | +318.3% | +1,076.4% | -758.1% | +160.7% |
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