+209.8%
RF vs PEGA
+94.9%
+114.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.5% | -1.0% |
| 7D | +0.4% | -4.6% | +4.9% | +1.5% |
| 30D | +5.6% | -6.8% | +12.4% | +7.2% |
| 3M | -8.9% | +2.6% | -11.4% | -10.1% |
| 6M | +7.1% | -5.4% | +12.5% | +6.7% |
| YTD | +8.3% | -46.0% | +54.4% | +23.3% |
| 1Y | +16.8% | -45.6% | +62.4% | +32.4% |
| 3Y | +115.0% | +43.2% | +71.9% | +66.9% |
| 5Y | +46.4% | -45.3% | +91.7% | +54.6% |
| All | +209.8% | +94.9% | +114.9% | +94.6% |
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