+3,297.7%
V vs PEGA
+1,241.2%
+2,056.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.3% | -1.0% |
| 7D | -0.4% | -4.6% | +4.2% | +0.6% |
| 30D | +6.3% | -6.8% | +13.1% | +7.7% |
| 3M | +17.2% | +2.6% | +14.6% | +16.1% |
| 6M | +29.2% | -5.4% | +34.6% | +29.1% |
| YTD | +20.8% | -46.0% | +66.8% | +34.1% |
| 1Y | +25.0% | -45.6% | +70.6% | +38.4% |
| 3Y | +75.3% | +43.2% | +32.1% | +47.0% |
| 5Y | +105.8% | -45.3% | +151.1% | +105.8% |
| 10Y | +451.9% | +88.9% | +363.0% | +311.8% |
| All | +3,297.7% | +1,241.2% | +2,056.5% | +1,372.5% |
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