+686.6%
P vs PEGA
+101.4%
+585.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.5% | +7.0% | +4.9% |
| 7D | -23.8% | -4.5% | -19.3% | -22.4% |
| 30D | -36.6% | -5.7% | -30.9% | -35.6% |
| 3M | +10.9% | +2.6% | +8.3% | +7.4% |
| 6M | +30.0% | -10.6% | +40.6% | +30.2% |
| YTD | +44.4% | -45.5% | +89.9% | +73.9% |
| 1Y | +3.9% | -44.8% | +48.7% | +24.8% |
| 3Y | +176.6% | +45.5% | +131.1% | +91.5% |
| 5Y | +249.3% | -45.3% | +294.6% | +288.2% |
| All | +686.6% | +101.4% | +585.1% | +359.6% |
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