-49.8%
USAR vs PEGA
-44.4%
-5.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | -21.8% | -2.9% | -18.9% | -21.5% |
| 30D | -39.9% | -0.5% | -39.4% | -40.1% |
| 3M | -52.5% | +8.5% | -61.0% | -53.2% |
| 6M | -67.9% | -6.3% | -61.7% | -67.1% |
| YTD | -31.1% | -42.2% | +11.1% | -0.6% |
| 1Y | -49.8% | -43.4% | -6.4% | -26.7% |
| All | -49.8% | -44.4% | -5.4% | -26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling