-20.4%
Z vs PEGA
+43.4%
-63.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.0% | -1.3% |
| 7D | -4.6% | -4.5% | 0.0% | -2.9% |
| 30D | +8.3% | -5.7% | +14.0% | +10.9% |
| 3M | -11.6% | +2.6% | -14.2% | -11.8% |
| 6M | -33.6% | -10.6% | -23.0% | -31.5% |
| YTD | -56.7% | -45.5% | -11.2% | -49.3% |
| 1Y | -59.1% | -44.8% | -14.3% | -52.4% |
| 3Y | -20.4% | +45.5% | -65.9% | -32.6% |
| All | -20.4% | +43.4% | -63.8% | -32.6% |
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