+755.9%
DE vs PEGA
+97.3%
+658.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.0% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +3.6% | -4.1% | +7.7% | +4.0% |
| 3M | +10.2% | -2.8% | +13.1% | +10.3% |
| 6M | +16.6% | -0.4% | +17.0% | +15.1% |
| YTD | +45.8% | -45.4% | +91.2% | +57.8% |
| 1Y | +43.9% | -42.6% | +86.5% | +54.0% |
| 3Y | +89.6% | +45.4% | +44.2% | +58.4% |
| 5Y | +100.3% | -44.6% | +144.9% | +112.4% |
| All | +755.9% | +97.3% | +658.6% | +529.4% |
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