+33.6%
TER vs PEGA
-46.9%
+80.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | +0.1% |
| 7D | -8.9% | -8.2% | -0.7% | -11.0% |
| 30D | -39.1% | -11.6% | -27.5% | -40.9% |
| 3M | -32.8% | -4.2% | -28.6% | -33.1% |
| 6M | -31.7% | -12.0% | -19.8% | -30.3% |
| YTD | +26.9% | -46.9% | +73.8% | +39.5% |
| 1Y | +33.6% | -47.0% | +80.6% | +46.8% |
| All | +33.6% | -46.9% | +80.5% | +46.8% |
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