+54.3%
AR vs PEGA
+97.3%
-43.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | +7.4% | +0.1% | +7.3% | +7.3% |
| 30D | +5.8% | -4.1% | +9.9% | +6.4% |
| 3M | +5.2% | -2.8% | +8.0% | +5.3% |
| 6M | +5.4% | -0.4% | +5.9% | +3.9% |
| YTD | +12.4% | -45.4% | +57.8% | +24.6% |
| 1Y | +12.8% | -42.6% | +55.4% | +23.4% |
| 3Y | +47.2% | +45.4% | +1.8% | +19.9% |
| 5Y | +101.1% | -44.6% | +145.7% | +104.1% |
| All | +54.3% | +97.3% | -43.0% | +2.9% |
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