+150.1%
EXE vs PEGA
-55.4%
+205.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +2.2% |
| 7D | -2.2% | -8.2% | +6.0% | -1.6% |
| 30D | -0.3% | -11.6% | +11.2% | +0.6% |
| 3M | -9.3% | -4.2% | -5.2% | -9.2% |
| 6M | -7.2% | -12.0% | +4.7% | -6.7% |
| YTD | -18.9% | -46.9% | +28.0% | -14.9% |
| 1Y | -21.7% | -47.0% | +25.3% | -17.8% |
| 3Y | +21.0% | +40.9% | -19.9% | +10.9% |
| 5Y | +76.0% | -45.4% | +121.3% | +72.2% |
| All | +150.1% | -55.4% | +205.6% | +139.5% |
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