+75.4%
USAR vs PEGA
+30.5%
+44.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +0.4% |
| 7D | +2.3% | -2.4% | +4.7% | +2.4% |
| 30D | -8.6% | +9.6% | -18.3% | -9.0% |
| 3M | -20.5% | +2.3% | -22.8% | -20.5% |
| 6M | +1.2% | -23.9% | +25.1% | +2.6% |
| YTD | +48.4% | -39.8% | +88.2% | +52.3% |
| 1Y | +30.6% | -37.4% | +68.0% | +33.8% |
| 3Y | +73.6% | +53.1% | +20.5% | +73.4% |
| All | +75.4% | +30.5% | +44.9% | +75.1% |
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