+240.3%
PFG vs PEGA
+175.4%
+64.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -0.4% |
| 7D | +6.0% | -2.4% | +8.4% | +6.6% |
| 30D | +2.2% | +9.6% | -7.4% | -0.3% |
| 3M | +10.4% | +2.3% | +8.0% | +8.6% |
| 6M | +27.8% | -23.9% | +51.7% | +34.7% |
| YTD | +33.6% | -39.8% | +73.4% | +48.0% |
| 1Y | +49.3% | -37.4% | +86.7% | +62.6% |
| 3Y | +69.7% | +53.1% | +16.6% | +33.0% |
| 5Y | +111.3% | -47.2% | +158.6% | +133.1% |
| 10Y | +240.3% | +174.3% | +65.9% | +121.7% |
| All | +240.3% | +175.4% | +64.9% | +121.7% |
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