-54.3%
S vs PEGA
-48.7%
-5.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -0.1% |
| 7D | -5.8% | -2.4% | -3.4% | -4.7% |
| 30D | -9.2% | +9.6% | -18.8% | -13.5% |
| 3M | +23.4% | +2.3% | +21.0% | +20.3% |
| 6M | +36.9% | -23.9% | +60.8% | +54.4% |
| YTD | +29.5% | -39.8% | +69.3% | +62.9% |
| 1Y | +5.4% | -37.4% | +42.8% | +27.4% |
| 3Y | +14.7% | +53.1% | -38.4% | -29.4% |
| 5Y | -71.5% | -47.2% | -24.3% | -56.4% |
| All | -54.3% | -48.7% | -5.6% | -29.0% |
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