+49.6%
PFE vs PEGA
+99.2%
-49.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | -0.2% |
| 7D | -4.7% | -10.0% | +5.3% | -3.8% |
| 30D | +3.4% | -12.7% | +16.0% | +4.6% |
| 3M | +9.2% | -4.6% | +13.8% | +9.5% |
| 6M | +15.8% | -13.1% | +28.9% | +16.7% |
| YTD | +23.4% | -47.6% | +71.0% | +29.6% |
| 1Y | +25.8% | -47.0% | +72.8% | +31.8% |
| 3Y | +17.8% | +42.0% | -24.2% | +7.6% |
| 5Y | -20.2% | -47.8% | +27.6% | -19.4% |
| 10Y | +49.6% | +92.0% | -42.4% | +31.9% |
| All | +49.6% | +99.2% | -49.6% | +31.9% |
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