-44.7%
S vs PEGA
-55.3%
+10.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -3.9% | +12.0% | +10.1% |
| 7D | +1.6% | -10.0% | +11.5% | +7.0% |
| 30D | -10.5% | -12.7% | +2.2% | -4.4% |
| 3M | +9.9% | -4.6% | +14.5% | +12.1% |
| 6M | +41.8% | -13.1% | +54.9% | +49.4% |
| YTD | +56.8% | -47.6% | +104.4% | +111.1% |
| 1Y | +39.0% | -47.0% | +86.0% | +84.6% |
| 3Y | +53.8% | +42.0% | +11.8% | -3.0% |
| 5Y | -68.6% | -47.8% | -20.8% | -54.6% |
| All | -44.7% | -55.3% | +10.7% | -8.0% |
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