+308.9%
PODD vs PEGA
+92.7%
+216.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.5% |
| 7D | -4.4% | -8.2% | +3.8% | -2.0% |
| 30D | +9.4% | -11.6% | +21.0% | +13.2% |
| 3M | +3.6% | -4.2% | +7.8% | +4.5% |
| 6M | -4.0% | -12.0% | +8.0% | -1.6% |
| YTD | -47.9% | -46.9% | -1.0% | -39.2% |
| 1Y | -53.8% | -47.0% | -6.8% | -46.2% |
| 3Y | -4.5% | +40.9% | -45.4% | -26.7% |
| 5Y | -51.9% | -45.4% | -6.5% | -47.8% |
| 10Y | +308.9% | +95.9% | +213.0% | +167.4% |
| All | +308.9% | +92.7% | +216.2% | +167.4% |
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