+298.1%
PFGC vs PEGA
+170.9%
+127.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.6% |
| 7D | -3.7% | -6.1% | +2.4% | -2.0% |
| 30D | -16.0% | +6.4% | -22.4% | -17.7% |
| 3M | -4.1% | +2.9% | -7.1% | -6.1% |
| 6M | +8.7% | -23.8% | +32.5% | +15.1% |
| YTD | +6.4% | -41.1% | +47.4% | +20.0% |
| 1Y | -8.4% | -38.2% | +29.9% | +0.9% |
| 3Y | +61.8% | +49.8% | +11.9% | +19.8% |
| 5Y | +108.7% | -48.0% | +156.7% | +135.0% |
| 10Y | +298.1% | +173.1% | +125.0% | +178.4% |
| All | +298.1% | +170.9% | +127.2% | +178.4% |
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