+97.3%
ES vs PEGA
+97.3%
0.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.7% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | +7.6% | -4.1% | +11.7% | +7.9% |
| 3M | +0.5% | -2.8% | +3.3% | +0.5% |
| 6M | +7.6% | -0.4% | +8.0% | +7.0% |
| YTD | +10.2% | -45.4% | +55.6% | +14.8% |
| 1Y | +1.8% | -42.6% | +44.5% | +5.5% |
| 3Y | +55.4% | +45.4% | +10.0% | +41.0% |
| 5Y | +7.3% | -44.6% | +51.9% | +8.1% |
| All | +97.3% | +97.3% | 0.0% | +67.4% |
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