+200.5%
B vs PEGA
+99.2%
+101.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.9% | +8.1% | +4.4% |
| 7D | +11.3% | -10.0% | +21.3% | +11.9% |
| 30D | +2.9% | -12.7% | +15.6% | +3.6% |
| 3M | -2.9% | -4.6% | +1.7% | -2.8% |
| 6M | -1.2% | -13.1% | +11.9% | -0.8% |
| YTD | -1.3% | -47.6% | +46.2% | +1.7% |
| 1Y | +30.4% | -47.0% | +77.4% | +34.3% |
| 3Y | +195.3% | +42.0% | +153.3% | +181.0% |
| 5Y | +146.2% | -47.8% | +194.0% | +139.9% |
| 10Y | +200.5% | +92.0% | +108.5% | +213.9% |
| All | +200.5% | +99.2% | +101.3% | +213.9% |
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