+0.1%
DOW vs PEGA
+1.7%
-1.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | +5.2% | +0.1% | +5.1% | +5.2% |
| 30D | +13.2% | -4.1% | +17.3% | +14.0% |
| 3M | +10.1% | -2.8% | +12.9% | +10.3% |
| 6M | -13.1% | -0.4% | -12.6% | -14.2% |
| YTD | +46.1% | -45.4% | +91.5% | +61.4% |
| 1Y | +50.0% | -42.6% | +92.6% | +63.6% |
| 3Y | -20.2% | +45.4% | -65.7% | -35.7% |
| 5Y | -27.7% | -44.6% | +16.9% | -21.3% |
| All | +0.1% | +1.7% | -1.6% | -29.2% |
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