+95.1%
F vs PEGA
+191.9%
-96.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.4% | +1.7% |
| 7D | +5.3% | +3.3% | +2.0% | +4.6% |
| 30D | +4.6% | +17.7% | -13.2% | +0.9% |
| 3M | -3.7% | +5.8% | -9.5% | -5.6% |
| 6M | +16.8% | -20.3% | +37.1% | +20.9% |
| YTD | +15.3% | -37.1% | +52.4% | +24.8% |
| 1Y | +31.0% | -30.2% | +61.2% | +37.4% |
| 3Y | +45.4% | +48.1% | -2.7% | +16.2% |
| 5Y | +54.7% | -46.8% | +101.5% | +59.3% |
| All | +95.1% | +191.9% | -96.8% | +26.3% |
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