-78.0%
SE vs PEGA
-45.3%
-32.7%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +1.5% |
| 7D | +2.0% | -4.5% | +6.5% | +3.9% |
| 30D | -20.0% | -5.7% | -14.3% | -18.5% |
| 3M | -31.8% | +2.6% | -34.3% | -33.4% |
| 6M | -15.9% | -10.6% | -5.3% | -14.4% |
| YTD | -40.6% | -45.5% | +4.9% | -26.8% |
| 1Y | -50.7% | -44.8% | -5.9% | -39.7% |
| 3Y | +70.3% | +45.5% | +24.8% | +5.5% |
| All | -78.0% | -45.3% | -32.7% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling