+792.3%
PH vs PEGA
+175.4%
+617.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | +0.3% |
| 7D | +0.4% | -2.4% | +2.8% | +1.0% |
| 30D | -10.8% | +9.6% | -20.4% | -13.1% |
| 3M | +8.5% | +2.3% | +6.1% | +6.3% |
| 6M | +3.9% | -23.9% | +27.8% | +9.2% |
| YTD | +9.4% | -39.8% | +49.2% | +21.2% |
| 1Y | +26.8% | -37.4% | +64.2% | +37.6% |
| 3Y | +140.8% | +53.1% | +87.7% | +84.1% |
| 5Y | +253.8% | -47.2% | +301.0% | +287.8% |
| 10Y | +792.3% | +174.3% | +618.0% | +426.1% |
| All | +792.3% | +175.4% | +617.0% | +426.1% |
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