+79.8%
F vs PEGA
+101.6%
-21.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | 0.0% |
| 7D | +1.6% | -4.5% | +6.1% | +2.6% |
| 30D | +2.6% | -5.7% | +8.3% | +3.7% |
| 3M | -8.8% | +2.7% | -11.5% | -9.7% |
| 6M | +4.6% | -10.5% | +15.1% | +5.8% |
| YTD | -1.9% | -45.4% | +43.5% | +9.3% |
| 1Y | -0.8% | -44.7% | +44.0% | +10.0% |
| 3Y | +43.5% | +45.7% | -2.2% | +13.4% |
| 5Y | -12.1% | -45.3% | +33.2% | -11.4% |
| All | +79.8% | +101.6% | -21.8% | +31.5% |
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