+810.4%
FIVE vs PEGA
+379.0%
+431.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -3.6% |
| 7D | -1.7% | -1.6% | -0.1% | -1.3% |
| 30D | +14.9% | -3.0% | +17.9% | +15.7% |
| 3M | +7.6% | +5.8% | +1.8% | +5.1% |
| 6M | +6.4% | -8.8% | +15.2% | +7.1% |
| YTD | +28.1% | -43.5% | +71.6% | +46.4% |
| 1Y | +54.7% | -43.4% | +98.1% | +76.4% |
| 3Y | +36.1% | +48.6% | -12.5% | +4.3% |
| 5Y | +14.9% | -43.3% | +58.2% | +17.0% |
| 10Y | +578.8% | +109.7% | +469.2% | +394.8% |
| All | +810.4% | +379.0% | +431.4% | +495.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling