+234.7%
PM vs PEGA
+99.2%
+135.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.9% | +1.5% | -2.1% |
| 7D | -7.3% | -10.0% | +2.7% | -6.5% |
| 30D | -4.0% | -12.7% | +8.7% | -3.1% |
| 3M | +2.7% | -4.6% | +7.3% | +2.9% |
| 6M | +14.9% | -13.1% | +27.9% | +15.5% |
| YTD | +23.5% | -47.6% | +71.1% | +29.2% |
| 1Y | +30.4% | -47.0% | +77.4% | +36.1% |
| 3Y | +143.2% | +42.0% | +101.2% | +119.8% |
| 5Y | +159.5% | -47.8% | +207.3% | +167.8% |
| 10Y | +234.7% | +92.0% | +142.7% | +184.0% |
| All | +234.7% | +99.2% | +135.5% | +184.0% |
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