+1.1%
UL vs PEGA
-44.4%
+45.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.2% | +3.3% |
| 7D | +4.7% | -2.9% | +7.5% | +4.7% |
| 30D | +11.6% | -0.5% | +12.1% | +11.6% |
| 3M | +5.3% | +8.5% | -3.2% | +5.3% |
| 6M | +16.0% | -6.3% | +22.3% | +15.2% |
| YTD | +5.0% | -42.2% | +47.2% | +3.0% |
| 1Y | +1.1% | -43.4% | +44.6% | -0.2% |
| All | +1.1% | -44.4% | +45.6% | -0.2% |
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 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