+3,659.9%
TER vs PEGA
+1,035.4%
+2,624.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.5% | +6.1% | +3.2% |
| 7D | -20.5% | -4.5% | -16.0% | -19.8% |
| 30D | -47.0% | -5.7% | -41.3% | -46.6% |
| 3M | -43.3% | +2.6% | -45.9% | -44.1% |
| 6M | -42.9% | -10.6% | -32.3% | -43.2% |
| YTD | +12.9% | -45.5% | +58.4% | +21.2% |
| 1Y | +18.2% | -44.8% | +63.0% | +26.6% |
| 3Y | +151.8% | +45.5% | +106.3% | +114.9% |
| 5Y | +54.2% | -45.3% | +99.5% | +53.0% |
| 10Y | +908.2% | +102.4% | +805.9% | +705.2% |
| All | +3,659.9% | +1,035.4% | +2,624.5% | +1,452.2% |
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 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