+186.4%
PAAS vs PEGA
+99.2%
+87.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.9% | +6.8% | +3.4% |
| 7D | +8.8% | -10.0% | +18.8% | +10.4% |
| 30D | -8.5% | -12.7% | +4.2% | -6.8% |
| 3M | -17.0% | -4.6% | -12.4% | -16.9% |
| 6M | -27.9% | -13.1% | -14.8% | -27.2% |
| YTD | -17.5% | -47.6% | +30.1% | -10.8% |
| 1Y | +22.8% | -47.0% | +69.9% | +32.5% |
| 3Y | +224.2% | +42.0% | +182.2% | +186.2% |
| 5Y | +73.6% | -47.8% | +121.5% | +70.6% |
| 10Y | +186.4% | +92.0% | +94.4% | +203.9% |
| All | +186.4% | +99.2% | +87.2% | +203.9% |
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