+80.1%
PEP vs PEGA
+101.6%
-21.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.7% |
| 7D | +2.9% | -4.5% | +7.4% | +3.3% |
| 30D | +14.2% | -5.7% | +19.9% | +14.7% |
| 3M | +3.2% | +2.7% | +0.5% | +2.8% |
| 6M | -7.4% | -10.5% | +3.1% | -7.1% |
| YTD | +1.5% | -45.4% | +46.9% | +5.5% |
| 1Y | +3.9% | -44.7% | +48.6% | +7.8% |
| 3Y | -5.5% | +45.7% | -51.2% | -15.0% |
| 5Y | +0.1% | -45.3% | +45.4% | +3.8% |
| All | +80.1% | +101.6% | -21.5% | +50.2% |
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