+569.2%
FIVE vs PEGA
+99.2%
+470.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.9% | +9.5% | +6.9% |
| 7D | +6.2% | -10.0% | +16.2% | +9.8% |
| 30D | +18.2% | -12.7% | +30.9% | +23.0% |
| 3M | +3.8% | -4.6% | +8.4% | +4.4% |
| 6M | +13.7% | -13.1% | +26.8% | +16.2% |
| YTD | +34.7% | -47.6% | +82.3% | +60.5% |
| 1Y | +66.6% | -47.0% | +113.7% | +97.3% |
| 3Y | +44.3% | +42.0% | +2.3% | +4.5% |
| 5Y | +18.8% | -47.8% | +66.6% | +31.0% |
| 10Y | +569.2% | +92.0% | +477.2% | +344.5% |
| All | +569.2% | +99.2% | +470.0% | +344.5% |
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