+8.8%
UUUU vs PEGA
-37.0%
+45.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.0% | -8.3% | -6.7% |
| 7D | -5.0% | -5.3% | +0.3% | -4.1% |
| 30D | -7.8% | +8.3% | -16.1% | -9.4% |
| 3M | -0.4% | +8.9% | -9.4% | -2.6% |
| 6M | -32.9% | -19.7% | -13.2% | -27.7% |
| YTD | -6.3% | -39.9% | +33.6% | +19.8% |
| All | +8.8% | -37.0% | +45.7% | +38.1% |
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