-22.5%
KWEB vs PEGA
+184.6%
-207.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.3% |
| 7D | -5.6% | -3.0% | -2.6% | -4.8% |
| 30D | -10.7% | +15.9% | -26.6% | -14.5% |
| 3M | -7.4% | +10.8% | -18.3% | -11.0% |
| 6M | -19.3% | -16.5% | -2.8% | -16.7% |
| YTD | -27.8% | -39.0% | +11.3% | -19.4% |
| 1Y | -35.9% | -37.3% | +1.3% | -29.7% |
| 3Y | -1.9% | +59.2% | -61.1% | -28.7% |
| 5Y | -43.2% | -44.9% | +1.7% | -39.0% |
| All | -22.5% | +184.6% | -207.2% | -53.5% |
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