+308.7%
A vs PEGA
+92.7%
+216.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.6% |
| 7D | +1.4% | -8.2% | +9.6% | +3.4% |
| 30D | +4.3% | -11.6% | +15.9% | +7.0% |
| 3M | +19.8% | -4.2% | +23.9% | +20.0% |
| 6M | +54.4% | -12.0% | +66.3% | +56.5% |
| YTD | +31.7% | -46.9% | +78.6% | +49.1% |
| 1Y | +22.4% | -47.0% | +69.4% | +38.4% |
| 3Y | +67.7% | +40.9% | +26.8% | +34.8% |
| 5Y | +15.7% | -45.4% | +61.1% | +20.5% |
| 10Y | +308.7% | +95.9% | +212.8% | +199.0% |
| All | +308.7% | +92.7% | +216.0% | +199.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling