+447.1%
META vs PEGA
+94.9%
+352.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.5% |
| 7D | +3.1% | -4.6% | +7.6% | +4.5% |
| 30D | -18.2% | -6.8% | -11.4% | -16.7% |
| 3M | +7.8% | +2.6% | +5.3% | +5.7% |
| 6M | +3.6% | -5.4% | +9.0% | +3.0% |
| YTD | -5.3% | -46.0% | +40.8% | +11.6% |
| 1Y | +2.7% | -45.6% | +48.4% | +20.4% |
| 3Y | +91.5% | +43.2% | +48.3% | +39.2% |
| 5Y | +84.7% | -45.3% | +129.9% | +94.0% |
| All | +447.1% | +94.9% | +352.1% | +254.4% |
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