+363.2%
PFGC vs PEGA
+97.3%
+265.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.8% |
| 7D | +3.4% | +0.1% | +3.3% | +3.3% |
| 30D | +16.9% | -4.1% | +21.1% | +18.0% |
| 3M | +6.4% | -2.8% | +9.2% | +6.5% |
| 6M | +16.0% | -0.4% | +16.4% | +13.7% |
| YTD | +23.6% | -45.4% | +69.0% | +42.1% |
| 1Y | +16.6% | -42.6% | +59.2% | +31.5% |
| 3Y | +82.3% | +45.4% | +36.9% | +34.1% |
| 5Y | +138.7% | -44.6% | +183.3% | +156.3% |
| All | +363.2% | +97.3% | +265.9% | +236.6% |
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 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