-21.9%
PINS vs PEGA
-9.6%
-12.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +2.4% |
| 7D | -6.2% | -10.0% | +3.8% | -1.2% |
| 30D | -10.9% | -12.7% | +1.7% | -4.9% |
| 3M | -19.5% | -4.6% | -14.9% | -18.1% |
| 6M | -10.4% | -13.1% | +2.7% | -6.0% |
| YTD | -26.4% | -47.6% | +21.2% | -3.3% |
| 1Y | -29.6% | -47.0% | +17.4% | -8.5% |
| 3Y | -39.0% | +42.0% | -81.0% | -61.4% |
| 5Y | -59.1% | -47.8% | -11.3% | -50.3% |
| All | -21.9% | -9.6% | -12.3% | -40.6% |
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