+702.6%
UMAC vs PEGA
+45.6%
+657.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.2% | -4.2% | -5.8% |
| 7D | +3.3% | -6.1% | +9.4% | +5.0% |
| 30D | -10.4% | +6.4% | -16.8% | -12.4% |
| 3M | +1.8% | +2.9% | -1.2% | -0.7% |
| 6M | +40.7% | -23.8% | +64.6% | +50.7% |
| YTD | +90.9% | -41.1% | +132.0% | +121.6% |
| 1Y | +151.8% | -38.2% | +190.0% | +186.7% |
| All | +702.6% | +45.6% | +657.1% | +521.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling