+676.6%
UMAC vs PEGA
+48.4%
+628.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.0% | -5.2% | -3.8% |
| 7D | -4.0% | -5.3% | +1.3% | -2.7% |
| 30D | -9.4% | +8.3% | -17.7% | -11.8% |
| 3M | +3.0% | +8.9% | -6.0% | -1.4% |
| 6M | +27.2% | -19.7% | +46.9% | +33.9% |
| YTD | +84.7% | -39.9% | +124.6% | +113.3% |
| 1Y | +136.5% | -36.4% | +172.9% | +166.9% |
| All | +676.6% | +48.4% | +628.1% | +498.3% |
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 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