+345.8%
PSX vs PEGA
+99.2%
+246.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.9% | +6.9% | +3.7% |
| 7D | -8.0% | -10.0% | +2.0% | -6.3% |
| 30D | -9.0% | -12.7% | +3.6% | -7.0% |
| 3M | +24.7% | -4.6% | +29.3% | +25.1% |
| 6M | +49.3% | -13.1% | +62.4% | +51.2% |
| YTD | +100.2% | -47.6% | +147.8% | +120.4% |
| 1Y | +88.8% | -47.0% | +135.9% | +107.1% |
| 3Y | +152.5% | +42.0% | +110.5% | +111.6% |
| 5Y | +283.2% | -47.8% | +331.0% | +312.6% |
| 10Y | +345.8% | +92.0% | +253.8% | +244.5% |
| All | +345.8% | +99.2% | +246.6% | +244.5% |
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