+111.3%
PFG vs PEGA
-47.9%
+159.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -0.7% |
| 7D | +6.0% | -2.4% | +8.4% | +6.4% |
| 30D | +2.2% | +9.6% | -7.4% | +0.6% |
| 3M | +10.4% | +2.3% | +8.0% | +9.3% |
| 6M | +27.8% | -23.9% | +51.7% | +32.2% |
| YTD | +33.6% | -39.8% | +73.4% | +42.9% |
| 1Y | +49.3% | -37.4% | +86.7% | +58.0% |
| 3Y | +69.7% | +53.1% | +16.6% | +47.5% |
| 5Y | +111.3% | -47.2% | +158.6% | +140.6% |
| All | +111.3% | -47.9% | +159.3% | +140.6% |
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