+760.1%
COST vs PEGA
+97.3%
+662.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | +5.0% | +0.1% | +4.9% | +5.0% |
| 30D | +12.8% | -4.1% | +17.0% | +13.3% |
| 3M | +15.2% | -2.8% | +18.0% | +15.3% |
| 6M | +7.4% | -0.4% | +7.8% | +6.6% |
| YTD | +29.0% | -45.4% | +74.4% | +37.5% |
| 1Y | +20.3% | -42.6% | +62.9% | +27.1% |
| 3Y | +99.0% | +45.4% | +53.6% | +73.9% |
| 5Y | +125.7% | -44.6% | +170.3% | +127.9% |
| All | +760.1% | +97.3% | +662.8% | +583.8% |
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