-75.6%
PSKY vs PEGA
+180.6%
-256.2%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.1% |
| 7D | -6.0% | -5.3% | -0.7% | -4.7% |
| 30D | +10.7% | +8.3% | +2.4% | +8.3% |
| 3M | +1.2% | +8.9% | -7.8% | -1.9% |
| 6M | +1.5% | -19.7% | +21.2% | +5.7% |
| YTD | -21.8% | -39.9% | +18.1% | -13.0% |
| 1Y | -30.2% | -36.4% | +6.2% | -24.0% |
| 3Y | -20.1% | +52.8% | -72.9% | -38.4% |
| 5Y | -70.5% | -45.7% | -24.8% | -69.7% |
| All | -75.6% | +180.6% | -256.2% | -83.8% |
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