+54.5%
AR vs PEGA
+92.7%
-38.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.7% | +7.0% | +4.8% |
| 7D | -5.8% | -8.2% | +2.4% | -4.1% |
| 30D | +4.8% | -11.6% | +16.4% | +7.2% |
| 3M | +1.5% | -4.2% | +5.7% | +1.8% |
| 6M | +4.7% | -12.0% | +16.7% | +5.9% |
| YTD | +9.2% | -46.9% | +56.1% | +21.7% |
| 1Y | +11.2% | -47.0% | +58.1% | +23.8% |
| 3Y | +46.2% | +40.9% | +5.4% | +20.0% |
| 5Y | +98.1% | -45.4% | +143.4% | +101.1% |
| 10Y | +54.5% | +95.9% | -41.4% | +5.7% |
| All | +54.5% | +92.7% | -38.2% | +5.7% |
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