+522.0%
PENG vs PEGA
+16.3%
+505.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -3.5% | +15.9% | +13.6% |
| 7D | -19.4% | -4.5% | -14.9% | -18.1% |
| 30D | -42.4% | -5.7% | -36.7% | -41.6% |
| 3M | -25.6% | +2.6% | -28.2% | -28.1% |
| 6M | +7.3% | -10.6% | +17.9% | +6.1% |
| YTD | +113.9% | -45.5% | +159.3% | +154.4% |
| 1Y | +93.6% | -44.8% | +138.4% | +128.6% |
| 3Y | +170.2% | +45.5% | +124.7% | +77.8% |
| 5Y | +44.2% | -45.3% | +89.5% | +56.6% |
| All | +522.0% | +16.3% | +505.7% | +281.3% |
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