+83.2%
ES vs PEGA
+191.4%
-108.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | +0.3% | +3.3% | -3.0% | 0.0% |
| 30D | -2.0% | +17.7% | -19.7% | -3.3% |
| 3M | +1.7% | +5.8% | -4.1% | +0.9% |
| 6M | -3.5% | -20.3% | +16.7% | -2.2% |
| YTD | +7.9% | -37.1% | +45.0% | +11.3% |
| 1Y | +17.2% | -30.2% | +47.4% | +19.4% |
| 3Y | +29.3% | +48.1% | -18.8% | +18.0% |
| 5Y | -5.7% | -46.8% | +41.0% | -3.1% |
| All | +83.2% | +191.4% | -108.2% | +40.6% |
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