+213.5%
TER vs PEGA
-35.6%
+249.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.2% | +8.4% | +3.3% |
| 7D | +11.0% | -2.4% | +13.4% | +10.4% |
| 30D | -1.9% | +9.6% | -11.5% | +0.2% |
| 3M | -0.7% | +2.3% | -3.0% | +3.6% |
| 6M | +36.4% | -23.9% | +60.3% | +40.1% |
| YTD | +92.4% | -39.8% | +132.2% | +103.9% |
| 1Y | +213.5% | -37.4% | +250.9% | +221.2% |
| All | +213.5% | -35.6% | +249.1% | +221.2% |
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 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