-48.0%
SE vs PEGA
-46.7%
-1.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.4% |
| 7D | -1.5% | -4.6% | +3.1% | -0.7% |
| 30D | -22.3% | -6.8% | -15.5% | -21.5% |
| 3M | -41.8% | +2.6% | -44.4% | -42.5% |
| 6M | -22.4% | -5.4% | -17.0% | -22.6% |
| YTD | -41.6% | -46.0% | +4.5% | -32.1% |
| 1Y | -48.0% | -45.6% | -2.4% | -39.9% |
| All | -48.0% | -46.7% | -1.3% | -39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling