+197.9%
PFG vs PEGA
+99.2%
+98.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.9% | +8.0% | +5.0% |
| 7D | +2.3% | -10.0% | +12.3% | +4.9% |
| 30D | +7.6% | -12.7% | +20.3% | +11.0% |
| 3M | +2.5% | -4.6% | +7.1% | +3.1% |
| 6M | +16.6% | -13.1% | +29.7% | +18.8% |
| YTD | +34.1% | -47.6% | +81.6% | +53.2% |
| 1Y | +44.1% | -47.0% | +91.1% | +63.9% |
| 3Y | +86.3% | +42.0% | +44.3% | +47.1% |
| 5Y | +101.6% | -47.8% | +149.4% | +118.0% |
| 10Y | +197.9% | +92.0% | +105.9% | +114.8% |
| All | +197.9% | +99.2% | +98.7% | +114.8% |
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