+432.3%
ASX vs PEGA
-46.5%
+478.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | -0.7% | +3.3% | -4.0% | -1.2% |
| 30D | +2.0% | +17.7% | -15.8% | -0.7% |
| 3M | -1.3% | +5.8% | -7.1% | -2.9% |
| 6M | +71.4% | -20.3% | +91.7% | +76.8% |
| YTD | +135.3% | -37.1% | +172.5% | +152.5% |
| 1Y | +267.5% | -30.2% | +297.7% | +283.6% |
| 3Y | +388.5% | +48.1% | +340.4% | +316.6% |
| All | +432.3% | -46.5% | +478.8% | +500.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling