+39.2%
SOLS vs PEGA
-41.6%
+80.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.2% |
| 7D | +16.4% | -8.6% | +25.0% | +14.2% |
| 30D | +10.6% | -10.1% | +20.7% | +8.4% |
| 3M | +10.0% | -4.7% | +14.8% | +9.6% |
| 6M | -21.2% | -8.0% | -13.2% | -20.8% |
| YTD | +38.7% | -47.1% | +85.8% | +28.2% |
| 1Y | +46.1% | -47.5% | +93.5% | +34.3% |
| All | +39.2% | -41.6% | +80.8% | +31.1% |
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