-58.8%
CAPR vs PEGA
+94.5%
-153.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | -0.4% | +26.9% | +26.6% |
| 7D | +25.8% | -8.6% | +34.4% | +28.3% |
| 30D | +50.2% | -10.1% | +60.3% | +54.0% |
| 3M | +185.5% | -4.7% | +190.2% | +186.8% |
| 6M | -64.8% | -8.0% | -56.9% | -65.7% |
| YTD | -61.1% | -47.1% | -14.0% | -56.4% |
| 1Y | +81.0% | -47.5% | +128.4% | +102.7% |
| 3Y | +300.7% | +40.2% | +260.5% | +182.5% |
| 5Y | +223.3% | -45.7% | +269.1% | +237.8% |
| 10Y | -58.8% | +85.1% | -143.8% | -71.6% |
| All | -58.8% | +94.5% | -153.2% | -71.6% |
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