+358.2%
PSX vs PEGA
+94.9%
+263.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.4% | +1.3% |
| 7D | +6.4% | -4.6% | +11.0% | +7.3% |
| 30D | -10.2% | -6.8% | -3.4% | -9.2% |
| 3M | +17.2% | +2.6% | +14.6% | +16.1% |
| 6M | +51.8% | -5.4% | +57.1% | +51.3% |
| YTD | +108.0% | -46.0% | +154.1% | +127.9% |
| 1Y | +96.1% | -45.6% | +141.7% | +114.2% |
| 3Y | +155.9% | +43.2% | +112.7% | +114.2% |
| 5Y | +306.9% | -45.3% | +352.2% | +332.9% |
| All | +358.2% | +94.9% | +263.2% | +238.7% |
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