+130.4%
EXPE vs PEGA
+94.9%
+35.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | -0.2% |
| 7D | -4.2% | -4.6% | +0.4% | -2.7% |
| 30D | -4.5% | -6.8% | +2.3% | -2.1% |
| 3M | -19.7% | +2.6% | -22.3% | -20.6% |
| 6M | +18.3% | -5.4% | +23.7% | +18.9% |
| YTD | -7.3% | -46.0% | +38.7% | +11.3% |
| 1Y | -3.9% | -45.6% | +41.7% | +15.0% |
| 3Y | +123.0% | +43.2% | +79.9% | +73.5% |
| 5Y | +47.9% | -45.3% | +93.2% | +57.9% |
| All | +130.4% | +94.9% | +35.4% | +58.6% |
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