+143.4%
PEG vs PEGA
+184.6%
-41.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.3% |
| 7D | -0.9% | -3.0% | +2.1% | -0.6% |
| 30D | -3.7% | +15.9% | -19.6% | -5.1% |
| 3M | -7.3% | +10.8% | -18.1% | -8.5% |
| 6M | -10.5% | -16.5% | +6.0% | -9.5% |
| YTD | -7.5% | -39.0% | +31.5% | -3.7% |
| 1Y | -8.7% | -37.3% | +28.5% | -5.6% |
| 3Y | +31.4% | +59.2% | -27.8% | +17.7% |
| 5Y | +37.8% | -44.9% | +82.7% | +41.3% |
| All | +143.4% | +184.6% | -41.3% | +92.9% |
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