+48.4%
D vs PEGA
+94.5%
-46.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.4% |
| 7D | -2.4% | -8.6% | +6.2% | -1.8% |
| 30D | +9.0% | -10.1% | +19.1% | +9.8% |
| 3M | +1.0% | -4.7% | +5.7% | +1.1% |
| 6M | +11.0% | -8.0% | +19.0% | +11.1% |
| YTD | +19.8% | -47.1% | +66.9% | +25.0% |
| 1Y | +16.0% | -47.5% | +63.4% | +21.0% |
| 3Y | +74.4% | +40.2% | +34.1% | +58.1% |
| 5Y | +13.5% | -45.7% | +59.3% | +14.9% |
| 10Y | +48.4% | +85.1% | -36.7% | +28.8% |
| All | +48.4% | +94.5% | -46.1% | +28.8% |
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