+67.3%
F vs PEGA
+97.3%
-30.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | 0.0% | -4.1% | +4.2% | +0.7% |
| 3M | -13.2% | -2.8% | -10.4% | -13.0% |
| 6M | -10.2% | -0.4% | -9.8% | -11.3% |
| YTD | -4.9% | -45.4% | +40.4% | +5.8% |
| 1Y | -6.1% | -42.6% | +36.5% | +3.1% |
| 3Y | +46.0% | +45.4% | +0.6% | +15.4% |
| 5Y | -15.7% | -44.6% | +28.9% | -15.5% |
| All | +67.3% | +97.3% | -30.0% | +28.2% |
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