+27.3%
V vs PEGA
-46.9%
+74.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | +0.6% | -8.2% | +8.8% | +1.6% |
| 30D | +9.7% | -11.6% | +21.3% | +11.1% |
| 3M | +17.3% | -4.2% | +21.4% | +17.6% |
| 6M | +33.2% | -12.0% | +45.2% | +33.8% |
| YTD | +21.3% | -46.9% | +68.2% | +30.8% |
| 1Y | +27.3% | -47.0% | +74.3% | +37.2% |
| All | +27.3% | -46.9% | +74.2% | +37.2% |
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