+3,604.4%
FIX vs PEGA
+94.9%
+3,509.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.9% | -3.3% |
| 7D | +17.0% | -4.6% | +21.6% | +18.1% |
| 30D | -30.6% | -6.8% | -23.8% | -29.7% |
| 3M | -35.0% | +2.6% | -37.6% | -36.3% |
| 6M | -44.0% | -5.4% | -38.6% | -45.0% |
| YTD | +21.1% | -46.0% | +67.2% | +37.1% |
| 1Y | +16.3% | -45.6% | +61.9% | +31.3% |
| 3Y | +507.4% | +43.2% | +464.2% | +368.7% |
| 5Y | +1,052.1% | -45.3% | +1,097.3% | +1,114.3% |
| All | +3,604.4% | +94.9% | +3,509.4% | +1,786.4% |
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