+597.0%
SE vs PEGA
+22.2%
+574.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.2% | +5.3% | +3.1% |
| 7D | +0.6% | -2.4% | +3.0% | +1.7% |
| 30D | -0.1% | +9.6% | -9.7% | -5.2% |
| 3M | +34.1% | +2.3% | +31.8% | +29.5% |
| 6M | +23.2% | -23.9% | +47.1% | +36.4% |
| YTD | -11.2% | -39.8% | +28.6% | +8.6% |
| 1Y | -40.5% | -37.4% | -3.1% | -30.2% |
| 3Y | +196.3% | +53.1% | +143.1% | +70.7% |
| 5Y | -67.0% | -47.2% | -19.8% | -61.4% |
| All | +597.0% | +22.2% | +574.8% | +375.2% |
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