+34.2%
DIS vs PEGA
+101.4%
-67.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.4% |
| 7D | +5.2% | -4.5% | +9.7% | +6.3% |
| 30D | +11.5% | -5.7% | +17.1% | +12.7% |
| 3M | +11.5% | +2.6% | +9.0% | +10.3% |
| 6M | +8.9% | -10.6% | +19.5% | +10.2% |
| YTD | +3.4% | -45.5% | +48.9% | +15.5% |
| 1Y | +7.2% | -44.8% | +52.0% | +19.2% |
| 3Y | +43.3% | +45.5% | -2.2% | +16.3% |
| 5Y | -31.4% | -45.3% | +13.9% | -30.0% |
| All | +34.2% | +101.4% | -67.3% | -0.7% |
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