+242.2%
A vs PEGA
+175.1%
+67.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.7% | -0.9% |
| 7D | -4.4% | -6.1% | +1.8% | -2.9% |
| 30D | -2.7% | +6.4% | -9.1% | -4.3% |
| 3M | +7.0% | +2.9% | +4.1% | +5.4% |
| 6M | +24.6% | -23.8% | +48.5% | +31.2% |
| YTD | +7.0% | -41.1% | +48.1% | +18.8% |
| 1Y | +15.6% | -38.2% | +53.8% | +25.9% |
| 3Y | +29.9% | +49.8% | -19.9% | +4.0% |
| 5Y | -15.4% | -48.0% | +32.6% | -9.0% |
| All | +242.2% | +175.1% | +67.1% | +128.3% |
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 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