+197.7%
EXC vs PEGA
+92.7%
+105.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -0.4% |
| 7D | +0.1% | -8.2% | +8.3% | +0.9% |
| 30D | +9.0% | -11.6% | +20.6% | +10.3% |
| 3M | +3.3% | -4.2% | +7.4% | +3.4% |
| 6M | +5.7% | -12.0% | +17.6% | +6.3% |
| YTD | +7.3% | -46.9% | +54.3% | +13.6% |
| 1Y | +2.9% | -47.0% | +49.9% | +8.8% |
| 3Y | +29.3% | +40.9% | -11.6% | +13.0% |
| 5Y | +40.1% | -45.4% | +85.4% | +44.7% |
| 10Y | +197.7% | +95.9% | +101.7% | +141.6% |
| All | +197.7% | +92.7% | +105.0% | +141.6% |
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