+3,759.0%
FIX vs PEGA
+94.5%
+3,664.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.5% | +5.1% |
| 7D | +6.4% | -8.6% | +15.1% | +8.8% |
| 30D | -29.1% | -10.1% | -19.0% | -27.5% |
| 3M | -31.1% | -4.7% | -26.4% | -31.2% |
| 6M | -42.8% | -8.0% | -34.8% | -43.5% |
| YTD | +24.6% | -47.1% | +71.8% | +41.9% |
| 1Y | +21.9% | -47.5% | +69.4% | +39.1% |
| 3Y | +524.9% | +40.2% | +484.7% | +384.8% |
| 5Y | +1,092.2% | -45.7% | +1,138.0% | +1,156.3% |
| 10Y | +3,759.0% | +85.1% | +3,674.0% | +1,891.6% |
| All | +3,759.0% | +94.5% | +3,664.6% | +1,891.6% |
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