-42.9%
TER vs PEGA
-12.1%
-30.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.5% | +6.1% | +0.7% |
| 7D | -20.5% | -4.5% | -16.0% | -22.4% |
| 30D | -47.0% | -5.7% | -41.3% | -48.4% |
| 3M | -43.3% | +2.6% | -45.9% | -41.8% |
| 6M | -42.9% | -10.6% | -32.3% | -38.9% |
| All | -42.9% | -12.1% | -30.8% | -38.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling