+60.2%
PPL vs PEGA
+101.4%
-41.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.2% |
| 7D | +0.4% | -4.5% | +4.9% | +0.9% |
| 30D | +5.4% | -5.7% | +11.1% | +5.9% |
| 3M | +4.3% | +2.6% | +1.7% | +3.7% |
| 6M | -1.3% | -10.6% | +9.3% | -0.9% |
| YTD | +4.7% | -45.5% | +50.2% | +10.0% |
| 1Y | +1.3% | -44.8% | +46.0% | +6.2% |
| 3Y | +57.2% | +45.5% | +11.7% | +40.2% |
| 5Y | +48.2% | -45.3% | +93.6% | +51.3% |
| All | +60.2% | +101.4% | -41.2% | +35.0% |
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