+3,800.0%
FIX vs PEGA
+99.2%
+3,700.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -3.9% | +13.3% | +10.4% |
| 7D | -7.2% | -10.0% | +2.7% | -4.9% |
| 30D | -35.1% | -12.7% | -22.4% | -33.2% |
| 3M | -34.3% | -4.6% | -29.7% | -34.4% |
| 6M | -42.9% | -13.1% | -29.8% | -42.7% |
| YTD | +19.5% | -47.6% | +67.0% | +36.2% |
| 1Y | +16.8% | -47.0% | +63.8% | +32.8% |
| 3Y | +506.7% | +42.0% | +464.7% | +368.4% |
| 5Y | +1,046.7% | -47.8% | +1,094.5% | +1,128.0% |
| 10Y | +3,800.0% | +92.0% | +3,708.0% | +1,942.9% |
| All | +3,800.0% | +99.2% | +3,700.8% | +1,942.9% |
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