+97.0%
UUUU vs PEGA
-47.2%
+144.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.0% | -8.3% | -6.9% |
| 7D | -5.0% | -5.3% | +0.3% | -3.7% |
| 30D | -7.8% | +8.3% | -16.1% | -10.1% |
| 3M | -0.4% | +8.9% | -9.4% | -4.3% |
| 6M | -32.9% | -19.7% | -13.2% | -29.9% |
| YTD | -6.3% | -39.9% | +33.6% | +5.8% |
| 1Y | +7.9% | -36.4% | +44.3% | +19.9% |
| 3Y | +85.2% | +52.8% | +32.4% | +43.8% |
| 5Y | +97.0% | -45.7% | +142.6% | +167.3% |
| All | +97.0% | -47.2% | +144.1% | +167.3% |
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