+328.6%
EXPD vs PEGA
+94.9%
+233.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.2% |
| 7D | +3.6% | -4.6% | +8.2% | +4.3% |
| 30D | +0.3% | -6.8% | +7.1% | +1.3% |
| 3M | +6.1% | +2.6% | +3.5% | +5.3% |
| 6M | +27.4% | -5.4% | +32.7% | +27.2% |
| YTD | +32.0% | -46.0% | +78.0% | +43.3% |
| 1Y | +40.5% | -45.6% | +86.2% | +52.2% |
| 3Y | +75.7% | +43.2% | +32.5% | +47.4% |
| 5Y | +61.7% | -45.3% | +107.0% | +65.2% |
| All | +328.6% | +94.9% | +233.6% | +200.4% |
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