-13.0%
USAR vs PEGA
+13.6%
-26.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.9% | +10.4% | +6.6% |
| 7D | -1.1% | -10.0% | +8.9% | -0.8% |
| 30D | -30.3% | -12.7% | -17.6% | -30.0% |
| 3M | -54.7% | -4.6% | -50.1% | -54.7% |
| 6M | -67.5% | -13.1% | -54.4% | -67.3% |
| YTD | -26.4% | -47.6% | +21.2% | -24.2% |
| 1Y | -49.5% | -47.0% | -2.5% | -48.1% |
| 3Y | -14.5% | +42.0% | -56.5% | -14.3% |
| All | -13.0% | +13.6% | -26.6% | -12.9% |
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