+142.0%
W vs PEGA
+43.4%
+98.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.0% | -0.3% |
| 7D | -3.6% | -4.5% | +0.9% | -2.1% |
| 30D | +7.0% | -5.7% | +12.6% | +8.9% |
| 3M | +7.4% | +2.6% | +4.8% | +5.9% |
| 6M | +69.3% | -10.6% | +79.9% | +73.1% |
| YTD | +11.3% | -45.5% | +56.8% | +31.9% |
| 1Y | +13.2% | -44.8% | +58.0% | +33.4% |
| 3Y | +142.0% | +45.5% | +96.5% | +73.8% |
| All | +142.0% | +43.4% | +98.6% | +73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling