+118.5%
EXPE vs PEGA
+99.2%
+19.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +1.3% |
| 7D | -13.3% | -10.0% | -3.3% | -10.0% |
| 30D | -5.5% | -12.7% | +7.2% | -0.9% |
| 3M | -16.5% | -4.6% | -11.9% | -15.4% |
| 6M | +13.1% | -13.1% | +26.2% | +17.1% |
| YTD | -8.0% | -47.6% | +39.6% | +11.6% |
| 1Y | +1.1% | -47.0% | +48.1% | +22.0% |
| 3Y | +131.2% | +42.0% | +89.1% | +80.4% |
| 5Y | +39.8% | -47.8% | +87.6% | +51.8% |
| 10Y | +118.5% | +92.0% | +26.5% | +58.8% |
| All | +118.5% | +99.2% | +19.3% | +58.8% |
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