-21.2%
PINS vs PEGA
-8.9%
-12.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | -9.4% | -8.6% | -0.7% | -5.3% |
| 30D | -10.2% | -10.1% | -0.1% | -5.5% |
| 3M | -19.0% | -4.7% | -14.3% | -17.6% |
| 6M | -7.4% | -8.0% | +0.6% | -5.5% |
| YTD | -25.7% | -47.1% | +21.4% | -2.9% |
| 1Y | -29.7% | -47.5% | +17.7% | -8.2% |
| 3Y | -38.1% | +40.2% | -78.4% | -60.4% |
| 5Y | -57.3% | -45.7% | -11.5% | -49.5% |
| All | -21.2% | -8.9% | -12.3% | -40.3% |
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