+63.7%
SE vs PEGA
+46.3%
+17.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.9% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -20.9% | -4.1% | -16.8% | -20.5% |
| 3M | -38.9% | -2.8% | -36.1% | -38.8% |
| 6M | -19.4% | -0.4% | -19.0% | -20.3% |
| YTD | -40.9% | -45.4% | +4.5% | -34.5% |
| 1Y | -46.2% | -42.6% | -3.6% | -41.0% |
| 3Y | +63.7% | +45.4% | +18.3% | +59.3% |
| All | +63.7% | +46.3% | +17.4% | +59.3% |
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