+218.3%
C vs PEGA
+94.5%
+123.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -0.4% | -8.6% | +8.2% | +1.8% |
| 30D | -5.3% | -10.1% | +4.8% | -3.0% |
| 3M | -8.0% | -4.7% | -3.3% | -7.7% |
| 6M | -0.3% | -8.0% | +7.7% | -0.1% |
| YTD | +8.6% | -47.1% | +55.8% | +24.5% |
| 1Y | +25.8% | -47.5% | +73.3% | +44.2% |
| 3Y | +221.2% | +40.2% | +180.9% | +154.1% |
| 5Y | +113.6% | -45.7% | +159.3% | +125.1% |
| 10Y | +218.3% | +85.1% | +133.3% | +111.7% |
| All | +218.3% | +94.5% | +123.9% | +111.7% |
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