-64.7%
CAPR vs PEGA
+99.2%
-163.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -3.9% | +13.4% | +10.4% |
| 7D | +36.0% | -10.0% | +46.0% | +39.3% |
| 30D | +25.8% | -12.7% | +38.5% | +30.0% |
| 3M | +140.8% | -4.6% | +145.4% | +141.9% |
| 6M | -67.6% | -13.1% | -54.5% | -67.8% |
| YTD | -65.9% | -47.6% | -18.3% | -61.6% |
| 1Y | +66.1% | -47.0% | +113.1% | +85.3% |
| 3Y | +256.9% | +42.0% | +214.9% | +150.5% |
| 5Y | +172.1% | -47.8% | +219.9% | +191.0% |
| 10Y | -64.7% | +92.0% | -156.7% | -74.1% |
| All | -64.7% | +99.2% | -163.9% | -74.1% |
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