+29.1%
Q vs PEGA
-51.9%
+81.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.1% | -2.9% |
| 7D | +11.5% | -4.6% | +16.1% | +11.1% |
| 30D | -0.2% | -6.8% | +6.6% | -0.7% |
| 3M | -13.6% | +2.6% | -16.1% | -13.7% |
| 6M | -27.0% | -5.4% | -21.7% | -26.1% |
| YTD | +50.5% | -46.0% | +96.6% | +69.2% |
| 1Y | +33.8% | -45.6% | +79.4% | +49.3% |
| All | +29.1% | -51.9% | +81.0% | +55.4% |
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