+99.7%
DD vs PEGA
+92.7%
+7.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.9% |
| 7D | +2.2% | -8.2% | +10.4% | +4.0% |
| 30D | +20.7% | -11.6% | +32.2% | +23.5% |
| 3M | +11.3% | -4.2% | +15.5% | +11.5% |
| 6M | +6.0% | -12.0% | +17.9% | +7.1% |
| YTD | +31.7% | -46.9% | +78.6% | +46.9% |
| 1Y | +32.2% | -47.0% | +79.2% | +47.4% |
| 3Y | +92.7% | +40.9% | +51.8% | +55.7% |
| 5Y | +72.1% | -45.4% | +117.5% | +79.0% |
| 10Y | +99.7% | +95.9% | +3.7% | +40.1% |
| All | +99.7% | +92.7% | +7.0% | +40.1% |
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