+975.1%
KEYS vs PEGA
+180.6%
+794.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -2.1% |
| 7D | +0.9% | -5.3% | +6.2% | +2.2% |
| 30D | -5.3% | +8.3% | -13.5% | -7.5% |
| 3M | +0.5% | +8.9% | -8.4% | -3.3% |
| 6M | +14.0% | -19.7% | +33.8% | +17.8% |
| YTD | +60.3% | -39.9% | +100.2% | +77.3% |
| 1Y | +91.3% | -36.4% | +127.7% | +106.8% |
| 3Y | +146.1% | +52.8% | +93.3% | +90.0% |
| 5Y | +80.8% | -45.7% | +126.4% | +94.5% |
| All | +975.1% | +180.6% | +794.5% | +532.7% |
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