-24.0%
PFE vs PEGA
-45.0%
+21.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.2% |
| 7D | -2.1% | -4.6% | +2.5% | -1.9% |
| 30D | +3.1% | -6.8% | +9.9% | +3.5% |
| 3M | +11.2% | +2.6% | +8.6% | +10.9% |
| 6M | +15.0% | -5.4% | +20.4% | +15.0% |
| YTD | +23.5% | -46.0% | +69.6% | +26.6% |
| 1Y | +18.9% | -45.6% | +64.5% | +21.8% |
| 3Y | +18.7% | +43.2% | -24.4% | +12.9% |
| 5Y | -24.0% | -45.3% | +21.2% | -37.6% |
| All | -24.0% | -45.0% | +21.0% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling