+9.5%
V vs PEGA
-37.1%
+46.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.2% |
| 7D | -3.0% | -5.3% | +2.3% | -2.6% |
| 30D | +1.2% | +8.3% | -7.1% | +0.4% |
| 3M | +13.9% | +8.9% | +5.0% | +12.5% |
| 6M | +17.2% | -19.7% | +37.0% | +18.0% |
| YTD | +5.3% | -39.9% | +45.2% | +8.9% |
| 1Y | +9.5% | -36.4% | +45.9% | +12.9% |
| All | +9.5% | -37.1% | +46.6% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling