+40.6%
S vs PEGA
+43.4%
-2.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.1% | +2.9% |
| 7D | -13.4% | -4.5% | -8.9% | -12.0% |
| 30D | -14.0% | -5.7% | -8.3% | -12.3% |
| 3M | +4.9% | +2.6% | +2.3% | +4.0% |
| 6M | +42.0% | -10.6% | +52.6% | +46.3% |
| YTD | +45.1% | -45.5% | +90.6% | +74.3% |
| 1Y | +33.1% | -44.8% | +77.9% | +58.5% |
| 3Y | +40.6% | +45.5% | -4.9% | +20.5% |
| All | +40.6% | +43.4% | -2.8% | +20.5% |
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