+64.4%
PPL vs PEGA
+99.2%
-34.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +0.1% |
| 7D | -1.2% | -10.0% | +8.8% | -0.2% |
| 30D | +4.2% | -12.7% | +16.9% | +5.5% |
| 3M | +1.5% | -4.6% | +6.1% | +1.7% |
| 6M | +1.0% | -13.1% | +14.1% | +1.7% |
| YTD | +4.4% | -47.6% | +52.0% | +10.2% |
| 1Y | +0.8% | -47.0% | +47.8% | +6.1% |
| 3Y | +56.5% | +42.0% | +14.5% | +39.7% |
| 5Y | +47.7% | -47.8% | +95.5% | +51.6% |
| 10Y | +64.4% | +92.0% | -27.6% | +35.7% |
| All | +64.4% | +99.2% | -34.8% | +35.7% |
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