+43.8%
D vs PEGA
+99.2%
-55.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | -0.2% |
| 7D | +0.8% | -10.0% | +10.7% | +1.6% |
| 30D | +10.7% | -12.7% | +23.4% | +11.8% |
| 3M | +2.3% | -4.6% | +6.9% | +2.5% |
| 6M | +12.5% | -13.1% | +25.6% | +13.1% |
| YTD | +20.1% | -47.6% | +67.7% | +25.4% |
| 1Y | +15.6% | -47.0% | +62.6% | +20.4% |
| 3Y | +75.2% | +42.0% | +33.2% | +58.5% |
| 5Y | +14.6% | -47.8% | +62.4% | +16.7% |
| 10Y | +43.8% | +92.0% | -48.2% | +25.0% |
| All | +43.8% | +99.2% | -55.4% | +25.0% |
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