+294.5%
KEEL vs PEGA
+4.9%
+289.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.3% | +3.1% |
| 7D | +2.9% | -3.0% | +5.9% | +4.0% |
| 30D | +0.8% | +15.9% | -15.0% | -6.6% |
| 3M | -35.3% | +10.8% | -46.2% | -41.3% |
| 6M | +59.4% | -16.5% | +75.9% | +64.4% |
| YTD | +51.9% | -39.0% | +90.9% | +80.7% |
| 1Y | +75.0% | -37.3% | +112.3% | +101.1% |
| 3Y | +224.5% | +59.2% | +165.4% | +97.2% |
| 5Y | -35.9% | -44.9% | +9.0% | -37.0% |
| All | +294.5% | +4.9% | +289.6% | +333.6% |
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