+3,644.4%
FIX vs PEGA
+92.7%
+3,551.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -1.0% |
| 7D | -13.9% | -8.2% | -5.7% | -12.2% |
| 30D | -35.5% | -11.6% | -24.0% | -33.8% |
| 3M | -33.9% | -4.2% | -29.8% | -34.1% |
| 6M | -43.3% | -12.0% | -31.3% | -43.3% |
| YTD | +18.7% | -46.9% | +65.6% | +34.9% |
| 1Y | +13.8% | -47.0% | +60.7% | +29.4% |
| 3Y | +495.0% | +40.9% | +454.1% | +361.1% |
| 5Y | +1,049.0% | -45.4% | +1,094.4% | +1,107.8% |
| 10Y | +3,644.4% | +95.9% | +3,548.5% | +1,817.6% |
| All | +3,644.4% | +92.7% | +3,551.7% | +1,817.6% |
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