+1,449.6%
NET vs PEGA
+5.6%
+1,444.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.4% |
| 7D | -7.0% | +3.3% | -10.3% | -8.7% |
| 30D | -4.8% | +17.7% | -22.5% | -13.4% |
| 3M | +3.8% | +5.8% | -2.0% | -1.4% |
| 6M | +50.0% | -20.3% | +70.3% | +66.6% |
| YTD | +41.5% | -37.1% | +78.6% | +77.3% |
| 1Y | +32.8% | -30.2% | +63.0% | +53.9% |
| 3Y | +335.9% | +48.1% | +287.8% | +167.2% |
| 5Y | +113.8% | -46.8% | +160.6% | +147.5% |
| All | +1,449.6% | +5.6% | +1,444.0% | +1,303.5% |
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