-16.2%
UMAC vs PEGA
-6.5%
-9.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.1% | -8.6% | -5.9% |
| 7D | +10.1% | -4.6% | +14.7% | +9.3% |
| 30D | -39.1% | -6.8% | -32.3% | -39.9% |
| 3M | -56.2% | +2.6% | -58.8% | -55.8% |
| 6M | -16.2% | -5.4% | -10.8% | -9.8% |
| All | -16.2% | -6.5% | -9.7% | -9.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling