+99.5%
KEY vs PEGA
+94.5%
+5.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -0.5% | -8.6% | +8.1% | +1.9% |
| 30D | +6.7% | -10.1% | +16.8% | +9.7% |
| 3M | -4.6% | -4.7% | +0.1% | -4.0% |
| 6M | +2.6% | -8.0% | +10.5% | +2.8% |
| YTD | +7.0% | -47.1% | +54.1% | +24.0% |
| 1Y | +23.5% | -47.5% | +70.9% | +43.1% |
| 3Y | +126.4% | +40.2% | +86.1% | +74.4% |
| 5Y | +13.0% | -45.7% | +58.8% | +18.0% |
| 10Y | +99.5% | +85.1% | +14.4% | +30.2% |
| All | +99.5% | +94.5% | +5.0% | +30.2% |
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