+108.4%
PLTU vs PEGA
-32.8%
+141.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.8% |
| 7D | -9.2% | -8.2% | -1.0% | -2.2% |
| 30D | -37.3% | -11.6% | -25.8% | -30.8% |
| 3M | -14.7% | -4.2% | -10.5% | -12.8% |
| 6M | +17.3% | -12.0% | +29.2% | +31.3% |
| YTD | -39.4% | -46.9% | +7.5% | +5.4% |
| 1Y | -50.6% | -47.0% | -3.6% | -13.2% |
| All | +108.4% | -32.8% | +141.2% | +117.7% |
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