+13.6%
FIVE vs PEGA
-45.3%
+59.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.4% |
| 7D | -0.3% | -4.5% | +4.2% | +0.8% |
| 30D | +17.7% | -5.7% | +23.3% | +19.0% |
| 3M | +4.0% | +2.6% | +1.4% | +2.7% |
| 6M | +2.6% | -10.6% | +13.2% | +3.8% |
| YTD | +27.6% | -45.5% | +73.1% | +44.3% |
| 1Y | +59.9% | -44.8% | +104.7% | +80.0% |
| 3Y | +35.8% | +45.5% | -9.8% | +7.9% |
| All | +13.6% | -45.3% | +59.0% | +44.8% |
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