+374.8%
ALL vs PEGA
+101.6%
+273.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.5% | -1.0% | -4.0% |
| 7D | -1.9% | -4.5% | +2.6% | -1.4% |
| 30D | +13.8% | -5.7% | +19.5% | +14.6% |
| 3M | -7.0% | +2.7% | -9.7% | -7.5% |
| 6M | +18.0% | -10.5% | +28.5% | +18.8% |
| YTD | +24.2% | -45.4% | +69.6% | +32.5% |
| 1Y | +31.2% | -44.7% | +75.9% | +39.5% |
| 3Y | +107.5% | +45.7% | +61.9% | +80.9% |
| 5Y | +144.8% | -45.3% | +190.1% | +155.2% |
| All | +374.8% | +101.6% | +273.1% | +268.6% |
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 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