+386.6%
PSX vs PEGA
+170.9%
+215.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.0% |
| 7D | +1.8% | -6.1% | +8.0% | +2.9% |
| 30D | +21.6% | +6.4% | +15.3% | +20.1% |
| 3M | +46.5% | +2.9% | +43.5% | +44.6% |
| 6M | +62.0% | -23.8% | +85.8% | +68.1% |
| YTD | +106.3% | -41.1% | +147.4% | +123.1% |
| 1Y | +103.0% | -38.2% | +141.2% | +116.2% |
| 3Y | +135.5% | +49.8% | +85.7% | +96.7% |
| 5Y | +368.5% | -48.0% | +416.5% | +416.5% |
| 10Y | +386.6% | +173.1% | +213.4% | +227.9% |
| All | +386.6% | +170.9% | +215.7% | +227.9% |
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