+748.4%
ASX vs PEGA
+101.6%
+646.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -3.5% | +9.9% | +7.2% |
| 7D | -19.9% | -4.5% | -15.4% | -19.1% |
| 30D | -30.9% | -5.7% | -25.2% | -30.2% |
| 3M | -15.1% | +2.7% | -17.7% | -16.6% |
| 6M | -6.5% | -10.5% | +4.0% | -6.7% |
| YTD | +98.4% | -45.4% | +143.9% | +122.1% |
| 1Y | +107.9% | -44.7% | +152.6% | +131.5% |
| 3Y | +325.3% | +45.7% | +279.6% | +230.0% |
| 5Y | +447.3% | -45.3% | +492.6% | +466.5% |
| All | +748.4% | +101.6% | +646.8% | +554.8% |
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