+985.8%
ASX vs PEGA
+97.3%
+888.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.3% | -2.3% |
| 7D | +12.4% | +0.1% | +12.3% | +12.2% |
| 30D | -19.8% | -4.1% | -15.7% | -19.4% |
| 3M | -10.3% | -2.8% | -7.5% | -10.8% |
| 6M | +1.2% | -0.4% | +1.7% | -1.7% |
| YTD | +123.0% | -45.4% | +168.4% | +149.5% |
| 1Y | +145.4% | -42.6% | +188.1% | +170.4% |
| 3Y | +368.6% | +45.4% | +323.2% | +262.6% |
| 5Y | +486.0% | -44.6% | +530.6% | +503.6% |
| All | +985.8% | +97.3% | +888.5% | +652.8% |
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