+117.9%
KEY vs PEGA
+101.4%
+16.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.4% |
| 7D | -1.3% | -4.5% | +3.2% | 0.0% |
| 30D | +5.1% | -5.7% | +10.8% | +6.7% |
| 3M | -7.1% | +2.6% | -9.7% | -8.4% |
| 6M | -4.4% | -10.6% | +6.2% | -3.2% |
| YTD | +4.0% | -45.5% | +49.5% | +19.6% |
| 1Y | +23.4% | -44.8% | +68.2% | +41.1% |
| 3Y | +113.9% | +45.5% | +68.4% | +63.0% |
| 5Y | +12.3% | -45.3% | +57.6% | +17.6% |
| All | +117.9% | +101.4% | +16.4% | +31.9% |
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