-5.5%
M vs PEGA
+101.6%
-107.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.5% | -1.1% | -3.6% |
| 7D | -4.3% | -4.5% | +0.2% | -3.0% |
| 30D | +1.3% | -5.7% | +6.9% | +2.8% |
| 3M | -7.4% | +2.7% | -10.0% | -8.5% |
| 6M | +18.3% | -10.5% | +28.9% | +20.1% |
| YTD | +7.6% | -45.4% | +53.0% | +23.8% |
| 1Y | +17.4% | -44.7% | +62.1% | +34.4% |
| 3Y | +108.4% | +45.7% | +62.7% | +57.9% |
| 5Y | -10.6% | -45.3% | +34.7% | -9.0% |
| All | -5.5% | +101.6% | -107.2% | -28.9% |
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