-4.0%
M vs PEGA
+191.9%
-195.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.5% | +2.8% |
| 7D | +4.7% | +3.3% | +1.4% | +3.8% |
| 30D | -9.6% | +17.7% | -27.4% | -13.9% |
| 3M | +0.9% | +5.8% | -4.9% | -1.9% |
| 6M | +22.3% | -20.3% | +42.5% | +28.0% |
| YTD | +6.5% | -37.1% | +43.7% | +18.0% |
| 1Y | +38.8% | -30.2% | +69.0% | +47.9% |
| 3Y | +115.9% | +48.1% | +67.8% | +65.7% |
| 5Y | +28.6% | -46.8% | +75.4% | +32.7% |
| All | -4.0% | +191.9% | -195.9% | -36.0% |
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