-51.5%
URA vs PEGA
+374.0%
-425.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.5% | +7.9% | +5.2% |
| 7D | -4.1% | -4.5% | +0.4% | -3.1% |
| 30D | -19.0% | -5.7% | -13.3% | -18.1% |
| 3M | -25.1% | +2.6% | -27.7% | -26.2% |
| 6M | -44.5% | -10.6% | -33.9% | -44.1% |
| YTD | -24.3% | -45.5% | +21.2% | -15.3% |
| 1Y | -28.1% | -44.8% | +16.7% | -19.8% |
| 3Y | +40.7% | +45.5% | -4.9% | +14.7% |
| 5Y | +35.5% | -45.3% | +80.8% | +36.8% |
| 10Y | +281.2% | +102.4% | +178.8% | +157.3% |
| All | -51.5% | +374.0% | -425.6% | -76.2% |
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 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