-34.6%
UPS vs PEGA
-47.9%
+13.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | -1.3% |
| 7D | -2.1% | -2.4% | +0.3% | -1.9% |
| 30D | -2.3% | +9.6% | -11.9% | -3.4% |
| 3M | -5.2% | +2.3% | -7.5% | -5.8% |
| 6M | +1.4% | -23.9% | +25.3% | +4.0% |
| YTD | +6.1% | -39.8% | +45.9% | +11.5% |
| 1Y | +27.0% | -37.4% | +64.4% | +32.3% |
| 3Y | -25.9% | +53.1% | -79.1% | -35.1% |
| 5Y | -34.6% | -47.2% | +12.7% | -33.3% |
| All | -34.6% | -47.9% | +13.4% | -33.3% |
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