+2,793.8%
ASX vs PEGA
+2,078.5%
+715.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -2.3% | -18.5% | -20.4% |
| 7D | -33.3% | -1.6% | -31.7% | -33.0% |
| 30D | -36.5% | -3.0% | -33.5% | -36.3% |
| 3M | -19.2% | +5.8% | -25.0% | -20.6% |
| 6M | -10.2% | -8.8% | -1.4% | -10.6% |
| YTD | +86.5% | -43.5% | +130.0% | +99.6% |
| 1Y | +89.6% | -43.4% | +133.0% | +102.8% |
| 3Y | +298.6% | +48.6% | +250.0% | +246.1% |
| 5Y | +414.3% | -43.3% | +457.6% | +408.0% |
| 10Y | +711.1% | +109.7% | +601.4% | +545.1% |
| All | +2,793.8% | +2,078.5% | +715.3% | +1,148.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling