+101.3%
PSA vs PEGA
+170.9%
-69.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.2% | -2.1% |
| 7D | -2.2% | -6.1% | +3.9% | -1.6% |
| 30D | -9.6% | +6.4% | -15.9% | -10.2% |
| 3M | -7.9% | +2.9% | -10.8% | -8.5% |
| 6M | -2.0% | -23.8% | +21.8% | +0.2% |
| YTD | +15.7% | -41.1% | +56.8% | +21.2% |
| 1Y | +5.8% | -38.2% | +44.0% | +9.8% |
| 3Y | +21.6% | +49.8% | -28.3% | +9.1% |
| 5Y | +13.1% | -48.0% | +61.1% | +13.7% |
| 10Y | +101.3% | +173.1% | -71.9% | +69.2% |
| All | +101.3% | +170.9% | -69.6% | +69.2% |
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