+60.6%
PFE vs PEGA
+101.6%
-41.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.8% | -1.3% |
| 7D | -3.7% | -4.5% | +0.8% | -3.3% |
| 30D | +5.0% | -5.7% | +10.6% | +5.5% |
| 3M | +12.2% | +2.7% | +9.5% | +11.7% |
| 6M | +14.6% | -10.5% | +25.1% | +15.1% |
| YTD | +24.1% | -45.4% | +69.6% | +29.8% |
| 1Y | +26.6% | -44.7% | +71.3% | +32.1% |
| 3Y | +14.3% | +45.7% | -31.3% | +4.2% |
| 5Y | -21.9% | -45.3% | +23.4% | -21.6% |
| All | +60.6% | +101.6% | -41.0% | +35.1% |
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