+377.6%
EXEL vs PEGA
+99.2%
+278.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.9% | +7.0% | +3.8% |
| 7D | +2.3% | -10.0% | +12.3% | +4.2% |
| 30D | +19.8% | -12.7% | +32.5% | +22.7% |
| 3M | +32.7% | -4.6% | +37.3% | +33.2% |
| 6M | +49.0% | -13.1% | +62.1% | +50.9% |
| YTD | +63.7% | -47.6% | +111.3% | +80.7% |
| 1Y | +75.8% | -47.0% | +122.8% | +93.5% |
| 3Y | +241.3% | +42.0% | +199.3% | +177.2% |
| 5Y | +289.0% | -47.8% | +336.9% | +314.6% |
| 10Y | +377.6% | +92.0% | +285.7% | +218.8% |
| All | +377.6% | +99.2% | +278.5% | +218.8% |
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