+32.6%
UNP vs PEGA
-30.0%
+62.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.1% |
| 7D | -5.3% | +3.3% | -8.6% | -5.3% |
| 30D | -1.5% | +17.7% | -19.3% | -1.2% |
| 3M | +10.3% | +5.8% | +4.5% | +10.3% |
| 6M | +9.7% | -20.3% | +29.9% | +8.9% |
| YTD | +27.1% | -37.1% | +64.2% | +26.2% |
| 1Y | +32.6% | -30.2% | +62.8% | +31.4% |
| All | +32.6% | -30.0% | +62.6% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling