+0.5%
M vs PEGA
+99.2%
-98.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.9% | +12.0% | +9.2% |
| 7D | +2.5% | -10.0% | +12.5% | +5.6% |
| 30D | +10.1% | -12.7% | +22.7% | +14.1% |
| 3M | -0.9% | -4.6% | +3.7% | -0.2% |
| 6M | +30.2% | -13.1% | +43.3% | +33.0% |
| YTD | +16.3% | -47.6% | +63.9% | +35.2% |
| 1Y | +27.0% | -47.0% | +74.0% | +46.9% |
| 3Y | +154.5% | +42.0% | +112.5% | +93.7% |
| 5Y | -1.1% | -47.8% | +46.8% | +2.0% |
| 10Y | +0.5% | +92.0% | -91.5% | -23.2% |
| All | +0.5% | +99.2% | -98.7% | -23.2% |
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