+28.2%
POET vs PEGA
+184.6%
-156.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +4.3% |
| 7D | +0.4% | -3.0% | +3.4% | +0.9% |
| 30D | -10.4% | +15.9% | -26.3% | -13.4% |
| 3M | -29.3% | +10.8% | -40.2% | -31.7% |
| 6M | +6.9% | -16.5% | +23.4% | +9.4% |
| YTD | +25.6% | -39.0% | +64.6% | +36.4% |
| 1Y | +49.2% | -37.3% | +86.4% | +61.2% |
| 3Y | +128.4% | +59.2% | +69.3% | +97.3% |
| 5Y | -4.2% | -44.9% | +40.7% | -0.5% |
| All | +28.2% | +184.6% | -156.4% | +31.7% |
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