+267.6%
PM vs PEGA
+91.0%
+176.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | -7.1% | -8.6% | +1.6% | -6.4% |
| 30D | -2.8% | -10.1% | +7.3% | -2.1% |
| 3M | +6.3% | -4.7% | +11.1% | +6.6% |
| 6M | +9.6% | -8.0% | +17.6% | +9.8% |
| YTD | +25.6% | -47.1% | +72.7% | +31.3% |
| 1Y | +29.7% | -47.5% | +77.1% | +35.5% |
| 3Y | +147.6% | +40.2% | +107.3% | +124.1% |
| 5Y | +160.1% | -45.7% | +205.9% | +166.7% |
| All | +267.6% | +91.0% | +176.6% | +207.4% |
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