+36.5%
USB vs PEGA
-44.4%
+80.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +2.4% | -2.9% | +5.3% | +2.5% |
| 30D | +6.6% | -0.5% | +7.1% | +6.5% |
| 3M | -4.1% | +8.5% | -12.6% | -4.5% |
| 6M | +12.5% | -6.3% | +18.7% | +13.0% |
| YTD | +17.6% | -42.2% | +59.8% | +23.7% |
| 1Y | +36.5% | -43.4% | +79.9% | +46.6% |
| All | +36.5% | -44.4% | +80.9% | +46.6% |
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