+151.7%
EXC vs PEGA
+191.9%
-40.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | +0.3% | +3.3% | -3.0% | -0.1% |
| 30D | -3.7% | +17.7% | -21.5% | -5.5% |
| 3M | -1.3% | +5.8% | -7.1% | -2.3% |
| 6M | -9.7% | -20.3% | +10.5% | -8.1% |
| YTD | +2.9% | -37.1% | +40.0% | +7.1% |
| 1Y | +4.4% | -30.2% | +34.6% | +6.9% |
| 3Y | +22.2% | +48.1% | -25.9% | +7.3% |
| 5Y | +46.7% | -46.8% | +93.5% | +56.8% |
| All | +151.7% | +191.9% | -40.1% | +77.7% |
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