-59.3%
UUUU vs PEGA
-44.8%
-14.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.3% | -5.9% | -8.1% |
| 7D | -19.9% | -1.6% | -18.3% | -19.8% |
| 30D | -41.5% | -3.0% | -38.5% | -41.4% |
| 3M | -47.0% | +5.8% | -52.8% | -47.5% |
| 6M | -68.7% | -8.8% | -59.9% | -68.2% |
| YTD | -54.7% | -43.5% | -11.2% | -45.3% |
| 1Y | -59.3% | -43.4% | -16.0% | -49.8% |
| All | -59.3% | -44.8% | -14.6% | -49.8% |
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 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