+223.5%
C vs PEGA
+101.4%
+122.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +1.4% |
| 7D | -2.4% | -4.5% | +2.1% | -1.2% |
| 30D | -6.0% | -5.7% | -0.3% | -4.8% |
| 3M | -10.5% | +2.6% | -13.1% | -11.9% |
| 6M | -5.7% | -10.6% | +4.9% | -4.8% |
| YTD | +4.1% | -45.5% | +49.6% | +18.4% |
| 1Y | +20.5% | -44.8% | +65.3% | +36.3% |
| 3Y | +208.1% | +45.5% | +162.6% | +141.7% |
| 5Y | +110.4% | -45.3% | +155.7% | +122.3% |
| All | +223.5% | +101.4% | +122.1% | +124.1% |
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