+290.4%
UMAC vs PEGA
+33.3%
+257.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.1% | -8.6% | -7.0% |
| 7D | +10.1% | -4.6% | +14.7% | +11.1% |
| 30D | -39.1% | -6.8% | -32.3% | -38.3% |
| 3M | -56.2% | +2.6% | -58.8% | -57.2% |
| 6M | -16.2% | -5.4% | -10.8% | -17.4% |
| YTD | -7.1% | -46.0% | +38.9% | +9.3% |
| 1Y | +10.3% | -45.6% | +55.9% | +30.0% |
| All | +290.4% | +33.3% | +257.2% | +206.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling