+124.9%
URA vs PEGA
-46.5%
+171.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.7% | +1.0% |
| 7D | +1.1% | +3.3% | -2.2% | +0.5% |
| 30D | +7.4% | +17.7% | -10.4% | +4.0% |
| 3M | -8.4% | +5.8% | -14.2% | -10.1% |
| 6M | -12.7% | -20.3% | +7.5% | -9.7% |
| YTD | +7.8% | -37.1% | +44.9% | +16.4% |
| 1Y | +19.5% | -30.2% | +49.7% | +25.4% |
| 3Y | +116.4% | +48.1% | +68.3% | +83.6% |
| All | +124.9% | -46.5% | +171.4% | +171.1% |
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