-6.0%
U vs PEGA
-35.6%
+29.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.2% | +6.8% | +4.8% |
| 7D | +4.5% | -2.4% | +6.9% | +5.6% |
| 30D | -0.6% | +9.6% | -10.2% | -6.0% |
| 3M | +48.4% | +2.3% | +46.1% | +44.5% |
| 6M | +115.4% | -23.9% | +139.3% | +149.3% |
| YTD | -3.2% | -39.8% | +36.6% | +20.8% |
| 1Y | -6.0% | -37.4% | +31.4% | +17.3% |
| All | -6.0% | -35.6% | +29.5% | +17.3% |
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