+236.1%
PODD vs PEGA
+170.9%
+65.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.5% |
| 7D | -6.9% | -6.1% | -0.8% | -5.2% |
| 30D | -3.5% | +6.4% | -9.8% | -5.3% |
| 3M | -13.6% | +2.9% | -16.5% | -14.9% |
| 6M | -42.6% | -23.8% | -18.8% | -38.8% |
| YTD | -51.5% | -41.1% | -10.4% | -45.0% |
| 1Y | -60.9% | -38.2% | -22.7% | -56.6% |
| 3Y | -19.8% | +49.8% | -69.6% | -38.8% |
| 5Y | -54.4% | -48.0% | -6.4% | -49.0% |
| 10Y | +236.1% | +173.1% | +62.9% | +107.0% |
| All | +236.1% | +170.9% | +65.2% | +107.0% |
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