+551.0%
FIVE vs PEGA
+101.4%
+449.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.7% |
| 7D | -0.3% | -4.5% | +4.2% | +1.2% |
| 30D | +17.7% | -5.7% | +23.3% | +19.6% |
| 3M | +4.0% | +2.6% | +1.4% | +2.2% |
| 6M | +2.6% | -10.6% | +13.2% | +4.0% |
| YTD | +27.6% | -45.5% | +73.1% | +50.2% |
| 1Y | +59.9% | -44.8% | +104.7% | +87.0% |
| 3Y | +35.8% | +45.5% | -9.8% | -2.2% |
| 5Y | +14.4% | -45.3% | +59.7% | +24.2% |
| All | +551.0% | +101.4% | +449.6% | +325.1% |
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