+14.8%
W vs PEGA
-35.6%
+50.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +1.4% |
| 7D | +6.5% | -2.4% | +8.9% | +7.0% |
| 30D | -6.2% | +9.6% | -15.8% | -8.2% |
| 3M | +48.9% | +2.3% | +46.5% | +46.3% |
| 6M | +31.2% | -23.9% | +55.1% | +34.9% |
| YTD | -0.4% | -39.8% | +39.3% | +3.5% |
| 1Y | +14.8% | -37.4% | +52.2% | +15.9% |
| All | +14.8% | -35.6% | +50.4% | +15.9% |
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