-91.9%
UUUU vs PEGA
+1,705.8%
-1,797.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.2% | +2.3% |
| 7D | +2.8% | -2.4% | +5.2% | +3.5% |
| 30D | +3.4% | +9.6% | -6.2% | +0.2% |
| 3M | -3.9% | +2.3% | -6.2% | -6.2% |
| 6M | -23.2% | -23.9% | +0.7% | -18.5% |
| YTD | +0.6% | -39.8% | +40.3% | +13.3% |
| 1Y | +22.9% | -37.4% | +60.3% | +37.1% |
| 3Y | +98.6% | +53.1% | +45.5% | +53.9% |
| 5Y | +130.2% | -47.2% | +177.5% | +140.6% |
| 10Y | +519.5% | +174.3% | +345.1% | +294.1% |
| All | -91.9% | +1,705.8% | -1,797.7% | -95.8% |
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