-63.1%
W vs PEGA
-46.5%
-16.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.0% |
| 7D | -4.2% | +3.3% | -7.5% | -5.9% |
| 30D | -7.6% | +17.7% | -25.3% | -15.9% |
| 3M | +37.2% | +5.8% | +31.4% | +30.1% |
| 6M | +26.3% | -20.3% | +46.6% | +38.3% |
| YTD | -1.0% | -37.1% | +36.2% | +21.1% |
| 1Y | +20.1% | -30.2% | +50.3% | +35.0% |
| 3Y | +37.8% | +48.1% | -10.3% | -19.7% |
| All | -63.1% | -46.5% | -16.7% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling