+192.8%
PM vs PEGA
+191.9%
+1.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -4.9% | +3.3% | -8.2% | -5.1% |
| 30D | -3.4% | +17.7% | -21.1% | -4.7% |
| 3M | +5.2% | +5.8% | -0.6% | +4.4% |
| 6M | +3.7% | -20.3% | +24.0% | +5.1% |
| YTD | +15.8% | -37.1% | +52.9% | +19.5% |
| 1Y | +17.4% | -30.2% | +47.6% | +19.6% |
| 3Y | +116.9% | +48.1% | +68.8% | +97.0% |
| 5Y | +117.3% | -46.8% | +164.1% | +128.4% |
| All | +192.8% | +191.9% | +1.0% | +114.7% |
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