+26.0%
V vs PEGA
-46.8%
+72.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | +0.8% | -8.2% | +9.0% | +1.7% |
| 30D | +9.9% | -11.6% | +21.5% | +11.3% |
| 3M | +17.5% | -4.2% | +21.7% | +17.9% |
| 6M | +33.5% | -12.0% | +45.4% | +34.0% |
| YTD | +21.6% | -46.9% | +68.5% | +30.9% |
| All | +26.0% | -46.8% | +72.8% | +35.7% |
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