+196.2%
W vs PEGA
+255.2%
-58.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.0% | +0.6% |
| 7D | -3.6% | -4.5% | +0.9% | -0.9% |
| 30D | +7.0% | -5.7% | +12.6% | +10.4% |
| 3M | +7.4% | +2.7% | +4.7% | +4.2% |
| 6M | +69.3% | -10.5% | +79.8% | +74.5% |
| YTD | +11.3% | -45.4% | +56.7% | +48.1% |
| 1Y | +13.2% | -44.7% | +57.9% | +48.9% |
| 3Y | +142.0% | +45.7% | +96.4% | +39.7% |
| 5Y | -54.6% | -45.3% | -9.4% | -50.5% |
| 10Y | +243.7% | +102.6% | +141.2% | +104.2% |
| All | +196.2% | +255.2% | -58.9% | +56.2% |
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