+3,653.2%
FIX vs PEGA
+101.4%
+3,551.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.5% | +8.9% | +6.3% |
| 7D | -17.5% | -4.5% | -12.9% | -16.5% |
| 30D | -41.6% | -5.7% | -35.9% | -40.9% |
| 3M | -40.6% | +2.6% | -43.2% | -41.7% |
| 6M | -49.4% | -10.6% | -38.8% | -49.5% |
| YTD | +9.2% | -45.5% | +54.7% | +23.5% |
| 1Y | +6.5% | -44.8% | +51.2% | +19.9% |
| 3Y | +448.7% | +45.5% | +403.2% | +321.7% |
| 5Y | +948.7% | -45.3% | +994.0% | +1,009.3% |
| All | +3,653.2% | +101.4% | +3,551.7% | +1,796.9% |
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