+36.0%
KMB vs PEGA
+101.6%
-65.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.6% | -1.7% |
| 7D | +0.5% | -4.5% | +5.0% | +0.7% |
| 30D | +12.4% | -5.7% | +18.1% | +12.7% |
| 3M | +1.0% | +2.7% | -1.7% | +0.8% |
| 6M | +12.1% | -10.5% | +22.7% | +12.4% |
| YTD | +11.6% | -45.4% | +57.1% | +14.1% |
| 1Y | +13.1% | -44.7% | +57.8% | +15.5% |
| 3Y | +1.6% | +45.7% | -44.1% | -4.3% |
| 5Y | -0.3% | -45.3% | +44.9% | +0.6% |
| All | +36.0% | +101.6% | -65.7% | +16.1% |
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