+316.7%
EXEL vs PEGA
+94.9%
+221.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.6% |
| 7D | +1.6% | -4.6% | +6.2% | +2.4% |
| 30D | +17.4% | -6.8% | +24.2% | +18.7% |
| 3M | +38.6% | +2.6% | +36.1% | +37.3% |
| 6M | +41.2% | -5.4% | +46.6% | +40.8% |
| YTD | +59.3% | -46.0% | +105.4% | +75.0% |
| 1Y | +60.2% | -45.6% | +105.8% | +75.4% |
| 3Y | +232.6% | +43.2% | +189.4% | +170.4% |
| 5Y | +285.9% | -45.3% | +331.1% | +306.1% |
| All | +316.7% | +94.9% | +221.8% | +189.1% |
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