+72.2%
F vs PEGA
+92.7%
-20.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.2% |
| 7D | -0.2% | -8.2% | +8.0% | +1.6% |
| 30D | +0.9% | -11.6% | +12.5% | +3.4% |
| 3M | -11.3% | -4.2% | -7.2% | -10.9% |
| 6M | +2.0% | -12.0% | +14.0% | +3.5% |
| YTD | -3.2% | -46.9% | +43.7% | +8.5% |
| 1Y | -3.5% | -47.0% | +43.5% | +8.0% |
| 3Y | +48.1% | +40.9% | +7.2% | +17.9% |
| 5Y | -13.5% | -45.4% | +31.9% | -13.1% |
| 10Y | +72.2% | +95.9% | -23.8% | +25.0% |
| All | +72.2% | +92.7% | -20.5% | +25.0% |
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