+361.5%
PFGC vs PEGA
+92.7%
+268.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.1% |
| 7D | +15.0% | -8.2% | +23.2% | +17.7% |
| 30D | +17.0% | -11.6% | +28.5% | +20.8% |
| 3M | -2.5% | -4.2% | +1.7% | -2.1% |
| 6M | +19.2% | -12.0% | +31.2% | +21.1% |
| YTD | +23.4% | -46.9% | +70.3% | +43.0% |
| 1Y | +13.9% | -47.0% | +60.8% | +31.6% |
| 3Y | +82.0% | +40.9% | +41.1% | +35.2% |
| 5Y | +128.7% | -45.4% | +174.0% | +145.3% |
| 10Y | +361.5% | +95.9% | +265.6% | +221.7% |
| All | +361.5% | +92.7% | +268.8% | +221.7% |
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