+272.3%
UMAC vs PEGA
+34.9%
+237.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.9% | -4.9% |
| 7D | -5.2% | +0.1% | -5.3% | -5.4% |
| 30D | -36.4% | -4.1% | -32.2% | -36.0% |
| 3M | -58.6% | -2.8% | -55.8% | -58.8% |
| 6M | -24.6% | -0.4% | -24.2% | -26.8% |
| YTD | -11.5% | -45.4% | +33.9% | +3.9% |
| 1Y | +16.9% | -42.6% | +59.5% | +35.2% |
| All | +272.3% | +34.9% | +237.4% | +191.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling