+72.2%
V vs PEGA
-46.5%
+118.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -1.7% | +3.3% | -5.0% | -2.1% |
| 30D | +2.0% | +17.7% | -15.8% | -0.3% |
| 3M | +17.4% | +5.8% | +11.6% | +15.9% |
| 6M | +17.5% | -20.3% | +37.8% | +20.1% |
| YTD | +7.6% | -37.1% | +44.7% | +13.1% |
| 1Y | +7.7% | -30.2% | +37.9% | +11.1% |
| 3Y | +54.7% | +48.1% | +6.6% | +38.1% |
| All | +72.2% | -46.5% | +118.6% | +100.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling