+190.2%
B vs PEGA
+191.9%
-1.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.3% | -2.1% |
| 7D | -1.6% | +3.3% | -4.9% | -1.8% |
| 30D | +9.4% | +17.7% | -8.3% | +8.3% |
| 3M | +5.0% | +5.8% | -0.8% | +4.4% |
| 6M | -3.5% | -20.3% | +16.7% | -2.5% |
| YTD | +4.5% | -37.1% | +41.6% | +7.0% |
| 1Y | +67.8% | -30.2% | +98.0% | +70.5% |
| 3Y | +196.7% | +48.1% | +148.6% | +180.6% |
| 5Y | +151.9% | -46.8% | +198.7% | +147.4% |
| All | +190.2% | +191.9% | -1.7% | +90.2% |
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