+1,381.0%
NET vs PEGA
-2.9%
+1,383.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -16.4% | -2.9% | -13.5% | -15.0% |
| 30D | -25.8% | -0.5% | -25.4% | -26.1% |
| 3M | -11.5% | +8.5% | -20.0% | -16.5% |
| 6M | +18.9% | -6.3% | +25.2% | +20.2% |
| YTD | +35.2% | -42.2% | +77.4% | +75.9% |
| 1Y | +14.5% | -43.4% | +57.9% | +50.4% |
| 3Y | +313.8% | +52.1% | +261.7% | +143.1% |
| 5Y | +32.6% | -42.2% | +74.8% | +45.0% |
| All | +1,381.0% | -2.9% | +1,383.9% | +1,292.2% |
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