+91.4%
IT vs PEGA
+170.9%
-79.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.0% |
| 7D | -9.1% | -6.1% | -3.0% | -7.2% |
| 30D | -12.2% | +6.4% | -18.5% | -13.8% |
| 3M | +7.8% | +2.9% | +4.9% | +6.7% |
| 6M | +2.0% | -23.8% | +25.8% | +10.1% |
| YTD | -32.7% | -41.1% | +8.3% | -22.2% |
| 1Y | -31.1% | -38.2% | +7.1% | -21.9% |
| 3Y | -52.1% | +49.8% | -101.9% | -60.9% |
| 5Y | -46.3% | -48.0% | +1.7% | -38.8% |
| 10Y | +91.4% | +173.1% | -81.8% | +8.7% |
| All | +91.4% | +170.9% | -79.5% | +8.7% |
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