+376.8%
NDAQ vs PEGA
+175.1%
+201.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.4% |
| 7D | -1.6% | -6.1% | +4.6% | -0.2% |
| 30D | -1.5% | +6.4% | -7.9% | -3.0% |
| 3M | +8.0% | +2.9% | +5.1% | +6.6% |
| 6M | +7.7% | -23.8% | +31.6% | +13.1% |
| YTD | -2.3% | -41.1% | +38.7% | +7.7% |
| 1Y | +0.6% | -38.2% | +38.8% | +9.1% |
| 3Y | +90.9% | +49.8% | +41.1% | +58.1% |
| 5Y | +52.5% | -48.0% | +100.5% | +64.0% |
| All | +376.8% | +175.1% | +201.7% | +241.8% |
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