+65.2%
PR vs PEGA
+101.4%
-36.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.5% | +5.4% | +2.6% |
| 7D | -16.4% | -4.5% | -11.9% | -15.7% |
| 30D | -1.9% | -5.7% | +3.8% | -1.0% |
| 3M | +8.0% | +2.6% | +5.4% | +6.8% |
| 6M | +4.1% | -10.6% | +14.7% | +4.8% |
| YTD | +58.7% | -45.5% | +104.2% | +74.8% |
| 1Y | +75.8% | -44.8% | +120.6% | +92.7% |
| 3Y | +73.2% | +45.5% | +27.6% | +41.5% |
| 5Y | +230.1% | -45.3% | +275.5% | +238.9% |
| All | +65.2% | +101.4% | -36.3% | +37.2% |
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