+604.2%
PENG vs PEGA
+16.5%
+587.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.2% | -6.7% | -5.9% |
| 7D | +13.2% | +0.1% | +13.1% | +12.9% |
| 30D | -29.9% | -4.1% | -25.8% | -29.5% |
| 3M | -22.2% | -2.8% | -19.4% | -23.2% |
| 6M | -1.9% | -0.4% | -1.4% | -7.2% |
| YTD | +142.1% | -45.4% | +187.5% | +187.2% |
| 1Y | +151.5% | -42.6% | +194.1% | +191.1% |
| 3Y | +206.9% | +45.4% | +161.5% | +101.6% |
| 5Y | +58.2% | -44.6% | +102.8% | +69.9% |
| All | +604.2% | +16.5% | +587.7% | +330.5% |
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