+200.1%
EXC vs PEGA
+94.5%
+105.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -1.4% | -8.6% | +7.3% | -0.4% |
| 30D | +8.3% | -10.1% | +18.4% | +9.4% |
| 3M | +2.6% | -4.7% | +7.4% | +2.8% |
| 6M | +5.2% | -8.0% | +13.1% | +5.3% |
| YTD | +7.5% | -47.1% | +54.7% | +13.8% |
| 1Y | +3.2% | -47.5% | +50.6% | +9.2% |
| 3Y | +29.5% | +40.2% | -10.7% | +13.2% |
| 5Y | +39.7% | -45.7% | +85.4% | +44.5% |
| 10Y | +200.1% | +85.1% | +115.0% | +136.3% |
| All | +200.1% | +94.5% | +105.6% | +136.3% |
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