+226.7%
ACWI vs PEGA
+191.4%
+35.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.2% |
| 7D | +0.5% | +3.3% | -2.8% | -0.1% |
| 30D | +0.9% | +17.7% | -16.9% | -2.4% |
| 3M | +2.4% | +5.8% | -3.4% | +0.5% |
| 6M | +12.4% | -20.3% | +32.6% | +16.0% |
| YTD | +15.2% | -37.1% | +52.3% | +23.9% |
| 1Y | +22.7% | -30.2% | +52.9% | +28.3% |
| 3Y | +75.8% | +48.1% | +27.7% | +46.2% |
| 5Y | +67.7% | -46.8% | +114.5% | +78.7% |
| All | +226.7% | +191.4% | +35.3% | +121.9% |
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