-24.5%
KVUE vs PEGA
+71.4%
-95.9%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | -0.1% |
| 7D | -5.1% | -3.0% | -2.1% | -5.1% |
| 30D | -6.3% | +15.9% | -22.2% | -6.3% |
| 3M | -0.5% | +10.8% | -11.4% | -0.5% |
| 6M | +3.1% | -16.5% | +19.6% | +2.8% |
| YTD | +6.7% | -39.0% | +45.7% | +6.1% |
| 1Y | -1.1% | -37.3% | +36.1% | -1.7% |
| 3Y | -8.7% | +59.2% | -67.9% | -8.9% |
| All | -24.5% | +71.4% | -95.9% | -19.9% |
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