+55.3%
O vs PEGA
+170.9%
-115.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.2% |
| 7D | -2.3% | -6.1% | +3.9% | -1.4% |
| 30D | -2.4% | +6.4% | -8.8% | -3.5% |
| 3M | -0.6% | +2.9% | -3.5% | -1.6% |
| 6M | -5.0% | -23.8% | +18.8% | -2.0% |
| YTD | +10.4% | -41.1% | +51.4% | +17.8% |
| 1Y | +6.6% | -38.2% | +44.8% | +12.3% |
| 3Y | +28.4% | +49.8% | -21.5% | +6.8% |
| 5Y | +15.3% | -48.0% | +63.3% | +23.6% |
| 10Y | +55.3% | +173.1% | -117.8% | +11.9% |
| All | +55.3% | +170.9% | -115.6% | +11.9% |
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