+887.2%
ASX vs PEGA
+92.7%
+794.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +2.0% | +3.0% |
| 7D | -9.1% | -8.2% | -0.9% | -7.4% |
| 30D | -23.6% | -11.6% | -12.0% | -21.8% |
| 3M | -5.6% | -4.2% | -1.5% | -5.9% |
| 6M | +4.7% | -12.0% | +16.7% | +4.8% |
| YTD | +122.6% | -46.9% | +169.5% | +150.4% |
| 1Y | +133.0% | -47.0% | +180.0% | +162.0% |
| 3Y | +367.1% | +40.9% | +326.3% | +265.1% |
| 5Y | +504.7% | -45.4% | +550.1% | +522.4% |
| 10Y | +887.2% | +95.9% | +791.3% | +658.6% |
| All | +887.2% | +92.7% | +794.5% | +658.6% |
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