+22.7%
USB vs PEGA
-43.7%
+66.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.7% |
| 7D | -1.5% | -1.6% | +0.1% | -1.2% |
| 30D | +4.3% | -3.0% | +7.3% | +4.7% |
| 3M | -6.1% | +5.8% | -11.9% | -7.2% |
| 6M | +9.4% | -8.8% | +18.2% | +10.0% |
| YTD | +15.2% | -43.5% | +58.7% | +24.2% |
| 1Y | +32.8% | -43.4% | +76.1% | +43.0% |
| 3Y | +91.3% | +48.6% | +42.7% | +66.9% |
| 5Y | +22.7% | -43.3% | +66.0% | +17.5% |
| All | +22.7% | -43.7% | +66.3% | +17.5% |
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