+201.5%
PDD vs PEGA
+11.2%
+190.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.9% | +0.9% | -1.8% |
| 7D | -1.4% | -10.0% | +8.5% | +2.0% |
| 30D | -1.0% | -12.7% | +11.6% | +3.2% |
| 3M | -12.3% | -4.6% | -7.7% | -11.8% |
| 6M | -18.5% | -13.1% | -5.4% | -16.3% |
| YTD | -29.0% | -47.6% | +18.6% | -15.3% |
| 1Y | -40.7% | -47.0% | +6.3% | -29.6% |
| 3Y | -25.7% | +42.0% | -67.7% | -49.0% |
| 5Y | -3.3% | -47.8% | +44.5% | +6.5% |
| All | +201.5% | +11.2% | +190.3% | +80.6% |
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