+347.9%
RF vs PEGA
+1,209.2%
-861.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +1.3% | +3.3% | -2.0% | +0.9% |
| 30D | -3.6% | +17.7% | -21.4% | -5.7% |
| 3M | +8.1% | +5.8% | +2.3% | +6.7% |
| 6M | +11.5% | -20.3% | +31.7% | +13.8% |
| YTD | +15.6% | -37.1% | +52.7% | +20.9% |
| 1Y | +15.7% | -30.2% | +45.9% | +19.0% |
| 3Y | +86.9% | +48.1% | +38.8% | +70.2% |
| 5Y | +89.8% | -46.8% | +136.6% | +91.2% |
| 10Y | +344.7% | +191.3% | +153.4% | +267.8% |
| All | +347.9% | +1,209.2% | -861.3% | +175.8% |
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