+436.0%
META vs PEGA
+92.7%
+343.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.4% |
| 7D | +3.3% | -8.2% | +11.5% | +6.1% |
| 30D | -10.8% | -11.6% | +0.8% | -7.6% |
| 3M | +7.9% | -4.2% | +12.0% | +8.2% |
| 6M | +5.4% | -12.0% | +17.4% | +7.3% |
| YTD | -2.6% | -46.9% | +44.3% | +15.4% |
| 1Y | +1.9% | -47.0% | +48.9% | +20.4% |
| 3Y | +97.0% | +40.9% | +56.1% | +44.1% |
| 5Y | +97.6% | -45.4% | +143.0% | +107.2% |
| 10Y | +436.0% | +95.9% | +340.1% | +262.0% |
| All | +436.0% | +92.7% | +343.3% | +262.0% |
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