+6,051.8%
TER vs PEGA
+1,209.2%
+4,842.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.4% | +5.7% |
| 7D | +0.6% | +3.3% | -2.7% | 0.0% |
| 30D | -8.3% | +17.7% | -26.0% | -11.2% |
| 3M | -12.2% | +5.8% | -18.0% | -14.4% |
| 6M | +17.1% | -20.3% | +37.3% | +19.3% |
| YTD | +84.7% | -37.1% | +121.8% | +94.6% |
| 1Y | +199.9% | -30.2% | +230.1% | +208.5% |
| 3Y | +232.8% | +48.1% | +184.7% | +185.0% |
| 5Y | +198.6% | -46.8% | +245.4% | +199.4% |
| 10Y | +1,669.7% | +191.3% | +1,478.4% | +1,236.0% |
| All | +6,051.8% | +1,209.2% | +4,842.5% | +2,392.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling