+3,310.4%
V vs PEGA
+1,255.1%
+2,055.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.7% |
| 7D | +2.2% | -4.5% | +6.7% | +3.2% |
| 30D | +13.6% | -5.7% | +19.3% | +14.8% |
| 3M | +14.3% | +2.6% | +11.7% | +13.2% |
| 6M | +33.1% | -10.6% | +43.7% | +34.6% |
| YTD | +21.2% | -45.5% | +66.7% | +34.4% |
| 1Y | +26.4% | -44.8% | +71.2% | +39.5% |
| 3Y | +77.6% | +45.5% | +32.1% | +48.4% |
| 5Y | +102.6% | -45.3% | +147.9% | +102.7% |
| 10Y | +464.4% | +102.4% | +362.0% | +315.5% |
| All | +3,310.4% | +1,255.1% | +2,055.3% | +1,375.1% |
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 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