+18.2%
TER vs PEGA
-45.2%
+63.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.5% | +6.1% | +1.6% |
| 7D | -20.5% | -4.5% | -16.0% | -21.5% |
| 30D | -47.0% | -5.7% | -41.3% | -47.7% |
| 3M | -43.3% | +2.7% | -45.9% | -42.7% |
| 6M | -42.9% | -10.5% | -32.4% | -41.4% |
| YTD | +12.9% | -45.4% | +58.3% | +24.6% |
| 1Y | +18.2% | -44.7% | +62.9% | +29.3% |
| All | +18.2% | -45.2% | +63.4% | +29.3% |
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