-7.4%
T vs PEGA
-46.9%
+39.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.6% | +0.7% |
| 7D | +2.6% | -8.2% | +10.8% | +2.5% |
| 30D | -1.1% | -11.6% | +10.5% | -1.2% |
| 3M | -7.7% | -4.2% | -3.6% | -7.5% |
| 6M | -10.6% | -12.0% | +1.3% | -11.3% |
| YTD | -7.5% | -46.9% | +39.4% | -11.0% |
| 1Y | -7.4% | -47.0% | +39.6% | -11.0% |
| All | -7.4% | -46.9% | +39.5% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling