-96.2%
UUUU vs PEGA
+1,484.8%
-1,581.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.3% | +3.0% |
| 7D | -3.5% | -8.6% | +5.2% | -1.0% |
| 30D | -28.3% | -10.1% | -18.2% | -26.3% |
| 3M | -53.1% | -4.7% | -48.4% | -53.0% |
| 6M | -68.6% | -8.0% | -60.6% | -68.6% |
| YTD | -52.3% | -47.1% | -5.2% | -44.6% |
| 1Y | -55.8% | -47.5% | -8.3% | -48.4% |
| 3Y | -12.3% | +40.2% | -52.5% | -30.5% |
| 5Y | -36.9% | -45.7% | +8.9% | -35.4% |
| 10Y | +388.0% | +85.1% | +303.0% | +246.5% |
| All | -96.2% | +1,484.8% | -1,581.0% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling