+172.4%
KEY vs PEGA
+191.9%
-19.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.5% |
| 7D | +2.2% | +3.3% | -1.1% | +1.3% |
| 30D | -3.0% | +17.7% | -20.8% | -7.7% |
| 3M | +3.3% | +5.8% | -2.5% | +0.4% |
| 6M | +9.2% | -20.3% | +29.4% | +14.1% |
| YTD | +10.6% | -37.1% | +47.8% | +22.6% |
| 1Y | +20.4% | -30.2% | +50.6% | +28.1% |
| 3Y | +121.8% | +48.1% | +73.7% | +71.0% |
| 5Y | +41.1% | -46.8% | +87.9% | +53.1% |
| All | +172.4% | +191.9% | -19.4% | +52.8% |
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