-68.1%
SE vs PEGA
-46.5%
-21.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | -6.1% | +3.3% | -9.4% | -7.4% |
| 30D | -2.5% | +17.7% | -20.2% | -9.2% |
| 3M | +21.7% | +5.8% | +15.9% | +16.9% |
| 6M | +27.0% | -20.3% | +47.3% | +36.3% |
| YTD | -12.1% | -37.1% | +25.0% | +3.0% |
| 1Y | -40.9% | -30.2% | -10.7% | -35.1% |
| 3Y | +191.0% | +48.1% | +142.9% | +86.2% |
| All | -68.1% | -46.5% | -21.6% | -60.0% |
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