+259.5%
UPS vs PEGA
+1,814.8%
-1,555.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | -1.6% | -8.6% | +7.0% | -0.8% |
| 30D | +17.9% | -10.1% | +28.0% | +19.1% |
| 3M | +9.4% | -4.7% | +14.1% | +9.7% |
| 6M | +16.2% | -8.0% | +24.1% | +16.5% |
| YTD | +18.8% | -47.1% | +65.9% | +24.9% |
| 1Y | +26.1% | -47.5% | +73.6% | +32.6% |
| 3Y | -4.5% | +40.2% | -44.7% | -11.2% |
| 5Y | -33.2% | -45.7% | +12.5% | -33.5% |
| 10Y | +44.3% | +85.1% | -40.7% | +27.8% |
| All | +259.5% | +1,814.8% | -1,555.3% | +166.7% |
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