+57.6%
BEN vs PEGA
+170.9%
-113.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.6% | -1.0% |
| 7D | +3.4% | -6.1% | +9.5% | +5.0% |
| 30D | +1.8% | +6.4% | -4.6% | 0.0% |
| 3M | +8.4% | +2.9% | +5.5% | +6.4% |
| 6M | +35.6% | -23.8% | +59.5% | +42.9% |
| YTD | +46.4% | -41.1% | +87.4% | +63.2% |
| 1Y | +46.3% | -38.2% | +84.6% | +60.0% |
| 3Y | +54.6% | +49.8% | +4.8% | +22.9% |
| 5Y | +39.4% | -48.0% | +87.4% | +46.2% |
| 10Y | +57.6% | +173.1% | -115.6% | -7.5% |
| All | +57.6% | +170.9% | -113.3% | -7.5% |
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