+24.1%
PPG vs PEGA
+184.6%
-160.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.0% | +0.2% |
| 7D | -6.2% | -3.0% | -3.2% | -5.7% |
| 30D | -7.9% | +15.9% | -23.8% | -10.6% |
| 3M | -10.2% | +10.8% | -21.1% | -12.7% |
| 6M | +2.7% | -16.5% | +19.2% | +5.0% |
| YTD | +4.9% | -39.0% | +43.9% | +13.2% |
| 1Y | -3.2% | -37.3% | +34.1% | +3.2% |
| 3Y | -17.0% | +59.2% | -76.2% | -33.1% |
| 5Y | -23.3% | -44.9% | +21.5% | -22.2% |
| All | +24.1% | +184.6% | -160.6% | -15.5% |
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