+232.4%
PM vs PEGA
+101.6%
+130.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.5% |
| 7D | -5.2% | -4.5% | -0.7% | -4.9% |
| 30D | +2.7% | -5.7% | +8.4% | +3.1% |
| 3M | +6.1% | +2.7% | +3.5% | +5.7% |
| 6M | +18.0% | -10.5% | +28.5% | +18.4% |
| YTD | +26.6% | -45.4% | +72.0% | +32.0% |
| 1Y | +36.7% | -44.7% | +81.4% | +42.2% |
| 3Y | +146.0% | +45.7% | +100.3% | +122.2% |
| 5Y | +164.1% | -45.3% | +209.4% | +171.2% |
| All | +232.4% | +101.6% | +130.8% | +189.3% |
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