+93.1%
ES vs PEGA
+94.5%
-1.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.4% |
| 7D | +0.1% | -8.6% | +8.8% | +0.8% |
| 30D | +6.7% | -10.1% | +16.8% | +7.5% |
| 3M | +0.3% | -4.7% | +5.1% | +0.5% |
| 6M | +7.4% | -8.0% | +15.4% | +7.5% |
| YTD | +8.4% | -47.1% | +55.5% | +13.2% |
| 1Y | +0.6% | -47.5% | +48.1% | +5.1% |
| 3Y | +50.6% | +40.2% | +10.4% | +37.1% |
| 5Y | +4.8% | -45.7% | +50.6% | +5.7% |
| 10Y | +93.1% | +85.1% | +8.0% | +64.0% |
| All | +93.1% | +94.5% | -1.4% | +64.0% |
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