+50.7%
PFE vs PEGA
+94.5%
-43.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.3% |
| 7D | -3.0% | -8.6% | +5.7% | -2.1% |
| 30D | +5.2% | -10.1% | +15.3% | +6.2% |
| 3M | +12.2% | -4.7% | +17.0% | +12.5% |
| 6M | +17.8% | -8.0% | +25.8% | +18.1% |
| YTD | +26.2% | -47.1% | +73.3% | +32.4% |
| 1Y | +23.2% | -47.5% | +70.6% | +29.2% |
| 3Y | +21.3% | +40.2% | -19.0% | +10.8% |
| 5Y | -23.1% | -45.7% | +22.7% | -22.8% |
| 10Y | +50.7% | +85.1% | -34.3% | +24.2% |
| All | +50.7% | +94.5% | -43.7% | +24.2% |
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