+174.3%
PEGA vs EXR
+147.0%
+27.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.2% |
| 7D | -2.4% | -0.7% | -1.7% | -2.2% |
| 30D | +9.6% | -6.9% | +16.6% | +12.4% |
| 3M | +2.3% | -3.0% | +5.3% | +3.5% |
| 6M | -23.9% | -2.9% | -20.9% | -23.2% |
| YTD | -39.8% | +9.3% | -49.0% | -41.8% |
| 1Y | -37.4% | -0.9% | -36.5% | -37.6% |
| 3Y | +53.1% | +24.7% | +28.4% | +37.9% |
| 5Y | -47.2% | -11.7% | -35.5% | -47.4% |
| 10Y | +174.3% | +148.4% | +26.0% | +127.8% |
| All | +174.3% | +147.0% | +27.4% | +127.8% |
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