-68.6%
UUUU vs PEGA
-11.5%
-57.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.3% | +2.8% |
| 7D | -3.5% | -8.6% | +5.2% | -4.0% |
| 30D | -28.3% | -10.1% | -18.2% | -28.8% |
| 3M | -53.1% | -4.7% | -48.4% | -53.4% |
| 6M | -68.6% | -8.0% | -60.6% | -68.3% |
| All | -68.6% | -11.5% | -57.1% | -68.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling