+153.1%
EXPE vs PEGA
+175.4%
-22.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -4.2% | -3.7% | -6.5% |
| 7D | -9.8% | -2.4% | -7.4% | -8.9% |
| 30D | -11.5% | +9.6% | -21.1% | -14.4% |
| 3M | +21.7% | +2.3% | +19.4% | +19.6% |
| 6M | +10.4% | -23.9% | +34.3% | +19.0% |
| YTD | -2.5% | -39.8% | +37.2% | +12.7% |
| 1Y | +27.3% | -37.4% | +64.8% | +44.5% |
| 3Y | +153.5% | +53.1% | +100.4% | +93.8% |
| 5Y | +91.1% | -47.2% | +138.3% | +108.0% |
| 10Y | +153.1% | +174.3% | -21.2% | +54.9% |
| All | +153.1% | +175.4% | -22.3% | +54.9% |
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