+498.4%
FIVE vs PEGA
+97.3%
+401.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.6% |
| 7D | +2.7% | +0.1% | +2.6% | +2.5% |
| 30D | +12.7% | -4.1% | +16.8% | +13.8% |
| 3M | +2.1% | -2.8% | +4.9% | +2.2% |
| 6M | +17.5% | -0.4% | +17.9% | +14.6% |
| YTD | +31.0% | -45.4% | +76.3% | +53.9% |
| 1Y | +67.7% | -42.6% | +110.4% | +93.2% |
| 3Y | +43.4% | +45.4% | -2.0% | +3.3% |
| 5Y | +18.1% | -44.6% | +62.7% | +27.2% |
| All | +498.4% | +97.3% | +401.1% | +294.3% |
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