+35.6%
PFE vs PEGA
+191.9%
-156.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -1.2% |
| 7D | +1.8% | +3.3% | -1.5% | +1.5% |
| 30D | +10.2% | +17.7% | -7.5% | +8.6% |
| 3M | +12.7% | +5.8% | +6.9% | +11.7% |
| 6M | +10.5% | -20.3% | +30.8% | +12.2% |
| YTD | +20.2% | -37.1% | +57.3% | +24.1% |
| 1Y | +24.1% | -30.2% | +54.3% | +26.5% |
| 3Y | -3.6% | +48.1% | -51.7% | -11.7% |
| 5Y | -20.9% | -46.8% | +25.9% | -19.4% |
| All | +35.6% | +191.9% | -156.3% | +7.3% |
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