+757.4%
UMAC vs PEGA
+48.8%
+708.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -4.2% | +13.5% | +10.5% |
| 7D | +14.7% | -2.4% | +17.1% | +15.3% |
| 30D | -0.5% | +9.6% | -10.1% | -3.5% |
| 3M | +0.5% | +2.3% | -1.8% | -1.6% |
| 6M | +57.9% | -23.9% | +81.8% | +69.3% |
| YTD | +103.9% | -39.8% | +143.7% | +135.3% |
| 1Y | +159.3% | -37.4% | +196.7% | +194.4% |
| All | +757.4% | +48.8% | +708.6% | +560.1% |
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