+2,007.5%
USB vs PEGA
+1,209.2%
+798.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | +1.4% | +3.3% | -1.8% | +1.1% |
| 30D | -1.3% | +17.7% | -19.1% | -3.0% |
| 3M | +15.2% | +5.8% | +9.4% | +14.0% |
| 6M | +18.8% | -20.3% | +39.1% | +20.7% |
| YTD | +21.0% | -37.1% | +58.2% | +25.5% |
| 1Y | +34.0% | -30.2% | +64.2% | +37.2% |
| 3Y | +95.3% | +48.1% | +47.2% | +81.7% |
| 5Y | +40.4% | -46.8% | +87.2% | +41.0% |
| 10Y | +107.3% | +191.3% | -84.0% | +77.4% |
| All | +2,007.5% | +1,209.2% | +798.3% | +1,264.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling