+668.0%
BE vs PEGA
+15.4%
+652.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.2% | -6.1% | -5.4% |
| 7D | +10.8% | +0.1% | +10.7% | +10.4% |
| 30D | -19.8% | -4.1% | -15.6% | -19.1% |
| 3M | -18.7% | -2.8% | -15.9% | -19.4% |
| 6M | -33.7% | -0.4% | -33.3% | -37.9% |
| YTD | +121.0% | -45.4% | +166.3% | +160.3% |
| 1Y | +85.4% | -42.6% | +128.0% | +114.5% |
| 3Y | +1,709.5% | +45.4% | +1,664.1% | +919.9% |
| 5Y | +462.2% | -44.6% | +506.8% | +506.6% |
| All | +668.0% | +15.4% | +652.6% | +415.0% |
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