+2,926.4%
V vs PEGA
+1,462.5%
+1,463.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -1.7% | +3.3% | -5.0% | -2.4% |
| 30D | +2.0% | +17.7% | -15.8% | -1.6% |
| 3M | +17.4% | +5.8% | +11.6% | +15.1% |
| 6M | +17.5% | -20.3% | +37.8% | +21.6% |
| YTD | +7.6% | -37.1% | +44.7% | +16.1% |
| 1Y | +7.7% | -30.2% | +37.9% | +12.9% |
| 3Y | +54.7% | +48.1% | +6.6% | +29.2% |
| 5Y | +73.0% | -46.8% | +119.8% | +75.8% |
| 10Y | +390.9% | +191.3% | +199.5% | +236.1% |
| All | +2,926.4% | +1,462.5% | +1,463.9% | +1,174.3% |
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