-53.2%
S vs PEGA
-46.4%
-6.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.9% |
| 7D | -7.7% | +3.3% | -11.0% | -9.3% |
| 30D | -5.3% | +17.7% | -23.1% | -13.0% |
| 3M | +20.3% | +5.8% | +14.5% | +15.3% |
| 6M | +47.4% | -20.3% | +67.6% | +62.3% |
| YTD | +32.5% | -37.1% | +69.7% | +63.1% |
| 1Y | +9.5% | -30.2% | +39.7% | +24.7% |
| 3Y | +15.5% | +48.1% | -32.6% | -26.5% |
| 5Y | -71.2% | -46.8% | -24.4% | -55.6% |
| All | -53.2% | -46.4% | -6.8% | -28.9% |
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 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