-49.3%
COMP vs PEGA
-43.6%
-5.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -3.5% | +14.2% | +12.4% |
| 7D | +13.4% | -4.5% | +18.0% | +15.9% |
| 30D | +11.1% | -5.7% | +16.8% | +14.3% |
| 3M | -18.8% | +2.6% | -21.4% | -20.4% |
| 6M | +10.5% | -10.6% | +21.1% | +13.7% |
| YTD | -3.4% | -45.5% | +42.1% | +24.9% |
| 1Y | +19.7% | -44.8% | +64.5% | +53.2% |
| 3Y | +381.6% | +45.5% | +336.1% | +177.8% |
| 5Y | -17.6% | -45.3% | +27.7% | -24.7% |
| All | -49.3% | -43.6% | -5.8% | -54.4% |
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