+65.7%
PPL vs PEGA
+94.9%
-29.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.7% |
| 7D | -2.2% | -4.6% | +2.4% | -1.8% |
| 30D | +1.7% | -6.8% | +8.5% | +2.3% |
| 3M | +0.1% | +2.6% | -2.4% | -0.4% |
| 6M | -1.5% | -5.4% | +3.8% | -1.7% |
| YTD | +3.0% | -46.0% | +49.0% | +8.3% |
| 1Y | -1.4% | -45.6% | +44.2% | +3.5% |
| 3Y | +53.5% | +43.2% | +10.3% | +37.1% |
| 5Y | +46.4% | -45.3% | +91.7% | +49.3% |
| All | +65.7% | +94.9% | -29.2% | +37.0% |
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