-25.9%
UPS vs PEGA
+48.1%
-74.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | -1.5% |
| 7D | -2.1% | -2.4% | +0.3% | -2.0% |
| 30D | -2.3% | +9.6% | -11.9% | -3.0% |
| 3M | -5.2% | +2.3% | -7.5% | -5.5% |
| 6M | +1.4% | -23.9% | +25.3% | +3.0% |
| YTD | +6.1% | -39.8% | +45.9% | +9.6% |
| 1Y | +27.0% | -37.4% | +64.4% | +30.3% |
| 3Y | -25.9% | +53.1% | -79.1% | -26.2% |
| All | -25.9% | +48.1% | -74.0% | -26.2% |
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