+381.4%
EXEL vs PEGA
+176.8%
+204.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -1.5% |
| 7D | +1.4% | -2.4% | +3.8% | +1.8% |
| 30D | +6.7% | +9.6% | -3.0% | +4.8% |
| 3M | +11.5% | +2.3% | +9.1% | +10.3% |
| 6M | +38.8% | -23.9% | +62.7% | +43.9% |
| YTD | +31.6% | -39.8% | +71.3% | +41.8% |
| 1Y | +53.0% | -37.4% | +90.4% | +62.7% |
| 3Y | +160.8% | +53.1% | +107.7% | +112.5% |
| 5Y | +190.1% | -47.2% | +237.3% | +213.7% |
| All | +381.4% | +176.8% | +204.6% | +232.2% |
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