+43.7%
REPL vs PEGA
+9.4%
+34.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.0% | -6.3% |
| 7D | +5.3% | -8.6% | +13.9% | +8.7% |
| 30D | +66.6% | -10.1% | +76.7% | +73.0% |
| 3M | +59.6% | -4.7% | +64.3% | +60.4% |
| 6M | +482.4% | -8.0% | +490.3% | +480.5% |
| YTD | +124.1% | -47.1% | +171.2% | +163.0% |
| 1Y | +138.6% | -47.5% | +186.0% | +179.6% |
| 3Y | +96.0% | +40.2% | +55.8% | +31.5% |
| 5Y | -35.4% | -45.7% | +10.4% | -31.0% |
| All | +43.7% | +9.4% | +34.3% | -5.0% |
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