+356.1%
ALL vs PEGA
+175.4%
+180.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.8% | -1.8% |
| 7D | -1.7% | -2.4% | +0.7% | -1.4% |
| 30D | -4.7% | +9.6% | -14.3% | -5.9% |
| 3M | +18.4% | +2.3% | +16.0% | +17.4% |
| 6M | +20.5% | -23.9% | +44.4% | +23.8% |
| YTD | +23.5% | -39.8% | +63.3% | +30.3% |
| 1Y | +29.0% | -37.4% | +66.4% | +34.8% |
| 3Y | +153.7% | +53.1% | +100.6% | +120.5% |
| 5Y | +114.8% | -47.2% | +162.0% | +128.9% |
| 10Y | +356.1% | +174.3% | +181.8% | +226.7% |
| All | +356.1% | +175.4% | +180.8% | +226.7% |
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