+28.9%
UUUU vs PEGA
-30.0%
+58.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | -1.4% | +3.3% | -4.7% | -2.0% |
| 30D | +16.3% | +17.7% | -1.4% | +12.5% |
| 3M | -16.7% | +5.8% | -22.5% | -17.2% |
| 6M | -33.7% | -20.3% | -13.4% | -27.9% |
| YTD | -0.5% | -37.1% | +36.7% | +25.3% |
| 1Y | +28.9% | -30.2% | +59.1% | +48.4% |
| All | +28.9% | -30.0% | +58.9% | +48.4% |
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 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