+2,608.9%
SO vs PEGA
+1,035.4%
+1,573.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | -1.0% |
| 7D | -1.5% | -4.5% | +3.0% | -1.3% |
| 30D | +8.1% | -5.7% | +13.8% | +8.2% |
| 3M | +0.2% | +2.6% | -2.4% | +0.1% |
| 6M | +0.4% | -10.6% | +11.0% | +0.5% |
| YTD | +8.5% | -45.5% | +54.0% | +10.0% |
| 1Y | +4.9% | -44.8% | +49.7% | +6.4% |
| 3Y | +47.9% | +45.5% | +2.4% | +44.1% |
| 5Y | +75.7% | -45.3% | +121.0% | +75.0% |
| 10Y | +178.0% | +102.4% | +75.6% | +166.4% |
| All | +2,608.9% | +1,035.4% | +1,573.5% | +2,284.2% |
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