+99.5%
U vs PEGA
+43.6%
+55.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.5% | +9.0% | +6.9% |
| 7D | +36.6% | -4.5% | +41.1% | +38.7% |
| 30D | +13.3% | -5.7% | +19.0% | +15.5% |
| 3M | +26.2% | +2.7% | +23.5% | +23.6% |
| 6M | +88.7% | -10.5% | +99.3% | +93.5% |
| YTD | +16.6% | -45.4% | +62.0% | +43.6% |
| 1Y | +29.0% | -44.7% | +73.7% | +58.3% |
| 3Y | +99.5% | +45.7% | +53.8% | +62.1% |
| All | +99.5% | +43.6% | +55.9% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling