+737.3%
PH vs PEGA
+99.2%
+638.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.9% | +8.1% | +5.2% |
| 7D | +3.0% | -10.0% | +13.0% | +5.6% |
| 30D | -0.6% | -12.7% | +12.1% | +2.3% |
| 3M | -10.7% | -4.6% | -6.2% | -10.6% |
| 6M | +9.1% | -13.1% | +22.2% | +10.2% |
| YTD | +9.5% | -47.6% | +57.1% | +24.8% |
| 1Y | +14.0% | -47.0% | +61.1% | +29.3% |
| 3Y | +138.9% | +42.0% | +96.9% | +83.2% |
| 5Y | +209.1% | -47.8% | +257.0% | +230.7% |
| 10Y | +737.3% | +92.0% | +645.3% | +455.3% |
| All | +737.3% | +99.2% | +638.1% | +455.3% |
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