+345.2%
IR vs PEGA
+21.8%
+323.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.9% | +8.6% | +5.6% |
| 7D | +5.0% | -10.0% | +15.0% | +7.4% |
| 30D | +10.3% | -12.7% | +23.0% | +13.3% |
| 3M | -0.1% | -4.6% | +4.5% | +0.2% |
| 6M | +14.8% | -13.1% | +27.8% | +16.4% |
| YTD | +9.7% | -47.6% | +57.3% | +23.9% |
| 1Y | +12.2% | -47.0% | +59.2% | +26.1% |
| 3Y | +30.0% | +42.0% | -12.0% | +3.5% |
| 5Y | +46.8% | -47.8% | +94.7% | +55.9% |
| All | +345.2% | +21.8% | +323.4% | +222.8% |
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