+144.6%
IEFA vs PEGA
+184.6%
-40.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.8% |
| 7D | -1.6% | -3.0% | +1.4% | -1.1% |
| 30D | -1.5% | +15.9% | -17.4% | -4.0% |
| 3M | +3.4% | +10.8% | -7.4% | +0.9% |
| 6M | +9.5% | -16.5% | +26.0% | +11.6% |
| YTD | +13.0% | -39.0% | +52.1% | +20.8% |
| 1Y | +18.0% | -37.3% | +55.3% | +24.9% |
| 3Y | +65.4% | +59.2% | +6.2% | +38.6% |
| 5Y | +51.6% | -44.9% | +96.4% | +57.5% |
| All | +144.6% | +184.6% | -40.1% | +76.3% |
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