-35.8%
UUUU vs PEGA
-44.5%
+8.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.6% | -1.7% |
| 7D | -1.1% | +0.1% | -1.1% | -1.2% |
| 30D | -21.0% | -4.1% | -16.8% | -20.5% |
| 3M | -54.8% | -2.8% | -52.0% | -54.9% |
| 6M | -67.3% | -0.4% | -66.9% | -68.1% |
| YTD | -54.7% | -45.4% | -9.3% | -48.1% |
| 1Y | -57.4% | -42.6% | -14.8% | -51.9% |
| 3Y | -19.6% | +45.4% | -65.0% | -36.7% |
| All | -35.8% | -44.5% | +8.7% | -28.6% |
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