+655.3%
P vs PEGA
+94.5%
+560.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.9% | +4.6% |
| 7D | -4.7% | -8.6% | +3.9% | -1.4% |
| 30D | -31.4% | -10.1% | -21.3% | -29.0% |
| 3M | -2.6% | -4.7% | +2.1% | -3.1% |
| 6M | +21.9% | -8.0% | +29.9% | +20.7% |
| YTD | +58.9% | -47.1% | +106.1% | +93.5% |
| 1Y | +21.7% | -47.5% | +69.2% | +49.0% |
| 3Y | +193.3% | +40.2% | +153.1% | +106.0% |
| 5Y | +275.1% | -45.7% | +320.9% | +315.1% |
| 10Y | +655.3% | +85.1% | +570.3% | +375.7% |
| All | +655.3% | +94.5% | +560.9% | +375.7% |
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