-7.1%
M vs PEGA
+94.5%
-101.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -3.3% | -8.6% | +5.3% | -0.9% |
| 30D | +8.1% | -10.1% | +18.2% | +11.2% |
| 3M | +2.2% | -4.7% | +7.0% | +3.0% |
| 6M | +35.1% | -8.0% | +43.1% | +35.8% |
| YTD | +15.8% | -47.1% | +63.0% | +34.4% |
| 1Y | +25.8% | -47.5% | +73.3% | +46.1% |
| 3Y | +156.2% | +40.2% | +116.0% | +96.1% |
| 5Y | -2.4% | -45.7% | +43.4% | -0.6% |
| 10Y | -7.1% | +85.1% | -92.2% | -28.4% |
| All | -7.1% | +94.5% | -101.6% | -28.4% |
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