+715.0%
P vs PEGA
+175.4%
+539.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.2% | +5.8% | +3.3% |
| 7D | +7.8% | -2.4% | +10.2% | +8.8% |
| 30D | +12.3% | +9.6% | +2.7% | +7.4% |
| 3M | +37.1% | +2.3% | +34.8% | +32.0% |
| 6M | +66.1% | -23.9% | +90.0% | +79.4% |
| YTD | +50.9% | -39.8% | +90.7% | +76.9% |
| 1Y | +27.2% | -37.4% | +64.6% | +45.5% |
| 3Y | +158.7% | +53.1% | +105.5% | +78.9% |
| 5Y | +291.1% | -47.2% | +338.3% | +359.1% |
| 10Y | +715.0% | +174.3% | +540.6% | +322.4% |
| All | +715.0% | +175.4% | +539.6% | +322.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling