-31.0%
URA vs PEGA
+446.6%
-477.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.7% | +1.0% |
| 7D | +1.1% | +3.3% | -2.2% | +0.3% |
| 30D | +7.4% | +17.7% | -10.4% | +3.1% |
| 3M | -8.4% | +5.8% | -14.2% | -10.7% |
| 6M | -12.7% | -20.3% | +7.5% | -9.5% |
| YTD | +7.8% | -37.1% | +44.9% | +17.4% |
| 1Y | +19.5% | -30.2% | +49.7% | +25.9% |
| 3Y | +116.4% | +48.1% | +68.3% | +77.0% |
| 5Y | +134.3% | -46.8% | +181.1% | +141.1% |
| 10Y | +359.3% | +191.3% | +167.9% | +182.8% |
| All | -31.0% | +446.6% | -477.6% | -67.1% |
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 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