+93.0%
KEY vs PEGA
+94.9%
-1.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -1.1% |
| 7D | +1.8% | -4.6% | +6.3% | +3.0% |
| 30D | +7.1% | -6.8% | +13.9% | +9.0% |
| 3M | -5.9% | +2.6% | -8.5% | -7.3% |
| 6M | +2.2% | -5.4% | +7.6% | +1.6% |
| YTD | +6.4% | -46.0% | +52.5% | +22.6% |
| 1Y | +24.8% | -45.6% | +70.4% | +43.1% |
| 3Y | +125.2% | +43.2% | +82.1% | +72.5% |
| 5Y | +13.0% | -45.3% | +58.2% | +17.9% |
| All | +93.0% | +94.9% | -1.9% | +24.1% |
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