-66.2%
CAPR vs PEGA
+101.6%
-167.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.5% | +8.1% | +5.5% |
| 7D | +41.1% | -4.5% | +45.6% | +42.6% |
| 30D | +11.1% | -5.7% | +16.8% | +12.8% |
| 3M | +115.3% | +2.7% | +112.7% | +112.6% |
| 6M | -73.8% | -10.5% | -63.3% | -74.2% |
| YTD | -68.8% | -45.4% | -23.4% | -65.2% |
| 1Y | +43.3% | -44.7% | +88.0% | +58.4% |
| 3Y | +214.7% | +45.7% | +169.0% | +120.6% |
| 5Y | +141.3% | -45.3% | +186.5% | +154.4% |
| All | -66.2% | +101.6% | -167.8% | -73.9% |
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