-8.1%
M vs PEGA
+97.3%
-105.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.2% |
| 7D | +7.0% | +0.1% | +6.9% | +6.9% |
| 30D | +8.9% | -4.1% | +13.0% | +10.0% |
| 3M | +4.5% | -2.8% | +7.3% | +4.8% |
| 6M | +36.2% | -0.4% | +36.6% | +33.8% |
| YTD | +15.1% | -45.4% | +60.5% | +32.3% |
| 1Y | +27.4% | -42.6% | +70.1% | +44.0% |
| 3Y | +160.1% | +45.4% | +114.7% | +97.0% |
| 5Y | -1.6% | -44.6% | +43.0% | -0.3% |
| All | -8.1% | +97.3% | -105.4% | -30.3% |
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