+1,874.2%
PWR vs PEGA
+94.5%
+1,779.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.3% |
| 7D | +4.7% | -8.6% | +13.4% | +6.5% |
| 30D | -12.5% | -10.1% | -2.4% | -11.0% |
| 3M | -9.3% | -4.7% | -4.6% | -9.4% |
| 6M | -22.2% | -8.0% | -14.2% | -22.7% |
| YTD | +44.2% | -47.1% | +91.3% | +60.3% |
| 1Y | +35.5% | -47.5% | +83.0% | +50.9% |
| 3Y | +250.4% | +40.2% | +210.2% | +185.4% |
| 5Y | +425.6% | -45.7% | +471.4% | +453.3% |
| 10Y | +1,874.2% | +85.1% | +1,789.2% | +1,169.3% |
| All | +1,874.2% | +94.5% | +1,779.8% | +1,169.3% |
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