+634.6%
P vs PEGA
+97.3%
+537.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.4% |
| 7D | +11.6% | +0.1% | +11.5% | +11.4% |
| 30D | -23.7% | -4.1% | -19.5% | -23.0% |
| 3M | -8.0% | -2.8% | -5.1% | -9.0% |
| 6M | +27.9% | -0.4% | +28.3% | +22.6% |
| YTD | +61.2% | -45.4% | +106.5% | +93.7% |
| 1Y | +28.6% | -42.6% | +71.2% | +51.6% |
| 3Y | +200.5% | +45.4% | +155.1% | +107.9% |
| 5Y | +282.9% | -44.6% | +327.5% | +321.8% |
| All | +634.6% | +97.3% | +537.3% | +344.6% |
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