+79.7%
EFX vs PEGA
+97.3%
-17.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.3% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | +25.1% | -4.1% | +29.3% | +26.8% |
| 3M | +1.7% | -2.8% | +4.5% | +2.5% |
| 6M | +18.4% | -0.4% | +18.8% | +17.8% |
| YTD | -12.5% | -45.4% | +32.9% | +2.9% |
| 1Y | -8.1% | -42.6% | +34.5% | +6.3% |
| 3Y | +4.8% | +45.4% | -40.6% | -14.8% |
| 5Y | -30.1% | -44.6% | +14.5% | -27.3% |
| All | +79.7% | +97.3% | -17.6% | +27.0% |
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