-48.8%
S vs PEGA
-53.5%
+4.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.5% | +5.1% | +3.4% |
| 7D | -13.4% | -4.5% | -8.9% | -11.4% |
| 30D | -14.0% | -5.7% | -8.3% | -11.6% |
| 3M | +4.9% | +2.7% | +2.2% | +3.2% |
| 6M | +42.0% | -10.5% | +52.5% | +47.6% |
| YTD | +45.1% | -45.4% | +90.6% | +91.8% |
| 1Y | +33.1% | -44.7% | +77.8% | +73.2% |
| 3Y | +40.6% | +45.7% | -5.0% | -12.0% |
| 5Y | -67.5% | -45.3% | -22.2% | -54.1% |
| All | -48.8% | -53.5% | +4.7% | -16.4% |
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