+55.2%
HYG vs PEGA
+184.6%
-129.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | -0.7% | -3.0% | +2.3% | -0.5% |
| 30D | -0.7% | +15.9% | -16.6% | -2.0% |
| 3M | -0.2% | +10.8% | -11.0% | -1.3% |
| 6M | +1.4% | -16.5% | +17.9% | +2.4% |
| YTD | +1.5% | -39.0% | +40.5% | +4.9% |
| 1Y | +2.9% | -37.3% | +40.2% | +5.9% |
| 3Y | +25.6% | +59.2% | -33.5% | +14.9% |
| 5Y | +18.6% | -44.9% | +63.4% | +19.6% |
| All | +55.2% | +184.6% | -129.4% | +31.6% |
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