+41.1%
KMB vs PEGA
+92.7%
-51.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | +6.0% | -8.2% | +14.2% | +6.5% |
| 30D | +13.5% | -11.6% | +25.1% | +14.1% |
| 3M | +3.8% | -4.2% | +7.9% | +3.9% |
| 6M | +15.6% | -12.0% | +27.6% | +16.0% |
| YTD | +14.0% | -46.9% | +60.9% | +16.7% |
| 1Y | +12.9% | -47.0% | +59.9% | +15.6% |
| 3Y | +3.7% | +40.9% | -37.2% | -2.1% |
| 5Y | -0.1% | -45.4% | +45.3% | +0.7% |
| 10Y | +41.1% | +95.9% | -54.8% | +21.3% |
| All | +41.1% | +92.7% | -51.6% | +21.3% |
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