+183.8%
EXC vs PEGA
+99.2%
+84.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.5% |
| 7D | -1.7% | -10.0% | +8.3% | -0.7% |
| 30D | +9.3% | -12.7% | +22.0% | +10.8% |
| 3M | +1.0% | -4.6% | +5.6% | +1.2% |
| 6M | +5.9% | -13.1% | +19.0% | +6.7% |
| YTD | +7.6% | -47.6% | +55.2% | +14.0% |
| 1Y | +2.4% | -47.0% | +49.4% | +8.2% |
| 3Y | +30.2% | +42.0% | -11.8% | +13.5% |
| 5Y | +41.4% | -47.8% | +89.2% | +47.6% |
| 10Y | +183.8% | +92.0% | +91.8% | +125.2% |
| All | +183.8% | +99.2% | +84.6% | +125.2% |
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