+38.7%
KMB vs PEGA
+99.2%
-60.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.9% | +7.1% | +3.4% |
| 7D | +3.4% | -10.0% | +13.4% | +3.9% |
| 30D | +14.7% | -12.7% | +27.4% | +15.4% |
| 3M | +3.3% | -4.6% | +7.9% | +3.5% |
| 6M | +16.8% | -13.1% | +29.9% | +17.3% |
| YTD | +15.2% | -47.6% | +62.8% | +18.0% |
| 1Y | +13.3% | -47.0% | +60.3% | +15.9% |
| 3Y | +5.4% | +42.0% | -36.6% | -0.6% |
| 5Y | +2.7% | -47.8% | +50.5% | +4.0% |
| 10Y | +38.7% | +92.0% | -53.3% | +17.9% |
| All | +38.7% | +99.2% | -60.5% | +17.9% |
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