+9.3%
XYZ vs PEGA
-30.0%
+39.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.4% |
| 7D | -1.0% | +3.3% | -4.3% | -2.0% |
| 30D | -1.7% | +17.7% | -19.5% | -6.8% |
| 3M | +16.7% | +5.8% | +10.9% | +13.5% |
| 6M | +26.9% | -20.3% | +47.1% | +32.8% |
| YTD | +27.1% | -37.1% | +64.3% | +39.5% |
| 1Y | +9.3% | -30.2% | +39.5% | +15.4% |
| All | +9.3% | -30.0% | +39.3% | +15.4% |
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