+92.0%
PEGA vs EXR
+215.3%
-123.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.6% | -4.5% | -4.1% |
| 7D | -10.0% | +2.7% | -12.7% | -10.8% |
| 30D | -12.7% | +18.9% | -31.6% | -17.9% |
| 3M | -4.6% | +8.4% | -12.9% | -7.3% |
| 6M | -13.1% | +14.3% | -27.4% | -17.2% |
| YTD | -47.6% | +27.2% | -74.8% | -52.1% |
| 1Y | -47.0% | +25.9% | -73.0% | -51.5% |
| 3Y | +42.0% | +54.6% | -12.6% | +18.3% |
| 5Y | -47.8% | -0.6% | -47.2% | -50.2% |
| 10Y | +92.0% | +208.5% | -116.5% | +46.3% |
| All | +92.0% | +215.3% | -123.3% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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