+575.8%
PBR vs PEGA
+97.3%
+478.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | -29.3% | -4.1% | -25.2% | -28.9% |
| 3M | +5.5% | -2.8% | +8.4% | +5.6% |
| 6M | -2.9% | -0.4% | -2.5% | -4.1% |
| YTD | +61.5% | -45.4% | +106.9% | +76.6% |
| 1Y | +46.9% | -42.6% | +89.5% | +58.5% |
| 3Y | +66.4% | +45.4% | +21.0% | +33.9% |
| 5Y | +460.3% | -44.6% | +504.9% | +518.2% |
| All | +575.8% | +97.3% | +478.4% | +310.0% |
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