+14.3%
USFR vs PEGA
+37.6%
-23.3%
-0.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | 0.0% |
| 7D | +0.1% | -10.0% | +10.0% | +0.1% |
| 30D | +0.4% | -12.7% | +13.0% | +0.4% |
| 3M | +1.1% | -4.6% | +5.6% | +1.1% |
| 6M | +2.0% | -13.1% | +15.1% | +2.0% |
| YTD | +3.4% | -47.6% | +51.0% | +3.4% |
| 1Y | +4.1% | -47.0% | +51.1% | +4.1% |
| 3Y | +14.3% | +42.0% | -27.7% | +14.4% |
| All | +14.3% | +37.6% | -23.3% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling