+214.8%
B vs PEGA
+97.3%
+117.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.7% |
| 7D | -7.3% | +0.1% | -7.4% | -7.3% |
| 30D | -3.3% | -4.1% | +0.8% | -3.2% |
| 3M | -7.8% | -2.8% | -4.9% | -7.7% |
| 6M | -15.5% | -0.4% | -15.1% | -15.8% |
| YTD | -12.3% | -45.4% | +33.1% | -9.7% |
| 1Y | +5.4% | -42.6% | +48.0% | +8.1% |
| 3Y | +165.5% | +45.4% | +120.1% | +152.0% |
| 5Y | +107.0% | -44.6% | +151.6% | +101.3% |
| All | +214.8% | +97.3% | +117.5% | +202.9% |
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 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