+20.4%
USFR vs PEGA
-47.9%
+68.4%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | 0.0% |
| 7D | +0.1% | -2.4% | +2.5% | +0.1% |
| 30D | +0.3% | +9.6% | -9.3% | +0.3% |
| 3M | +1.0% | +2.3% | -1.4% | +1.0% |
| 6M | +1.9% | -23.9% | +25.8% | +1.9% |
| YTD | +2.7% | -39.8% | +42.4% | +2.7% |
| 1Y | +4.0% | -37.4% | +41.4% | +4.0% |
| 3Y | +14.0% | +53.1% | -39.1% | +14.0% |
| 5Y | +20.4% | -47.2% | +67.7% | +20.5% |
| All | +20.4% | -47.9% | +68.4% | +20.5% |
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