+707.9%
P vs PEGA
+99.2%
+608.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.9% | +10.2% | +7.8% |
| 7D | -9.6% | -10.0% | +0.4% | -5.9% |
| 30D | -33.4% | -12.7% | -20.8% | -30.3% |
| 3M | +14.2% | -4.6% | +18.8% | +13.6% |
| 6M | +31.6% | -13.1% | +44.7% | +33.0% |
| YTD | +53.5% | -47.6% | +101.0% | +87.5% |
| 1Y | +14.2% | -47.0% | +61.2% | +39.1% |
| 3Y | +190.5% | +42.0% | +148.5% | +102.5% |
| 5Y | +256.3% | -47.8% | +304.2% | +303.8% |
| 10Y | +707.9% | +92.0% | +615.9% | +386.4% |
| All | +707.9% | +99.2% | +608.7% | +386.4% |
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 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