+36.6%
FIVE vs PEGA
-46.5%
+83.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.3% |
| 7D | +4.3% | +3.3% | +1.0% | +3.4% |
| 30D | +12.5% | +17.7% | -5.2% | +7.9% |
| 3M | +31.2% | +5.8% | +25.4% | +28.1% |
| 6M | +14.4% | -20.3% | +34.6% | +19.2% |
| YTD | +33.9% | -37.1% | +71.0% | +46.9% |
| 1Y | +65.1% | -30.2% | +95.3% | +75.0% |
| 3Y | +49.0% | +48.1% | +0.9% | +19.6% |
| All | +36.6% | -46.5% | +83.1% | +65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling