+466.0%
FIVE vs PEGA
+191.9%
+274.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.4% |
| 7D | +4.3% | +3.3% | +1.0% | +3.1% |
| 30D | +12.5% | +17.7% | -5.2% | +6.3% |
| 3M | +31.2% | +5.8% | +25.4% | +26.7% |
| 6M | +14.4% | -20.3% | +34.6% | +20.6% |
| YTD | +33.9% | -37.1% | +71.0% | +51.0% |
| 1Y | +65.1% | -30.2% | +95.3% | +77.6% |
| 3Y | +49.0% | +48.1% | +0.9% | +9.0% |
| 5Y | +30.3% | -46.8% | +77.1% | +46.9% |
| All | +466.0% | +191.9% | +274.1% | +215.1% |
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