+355.0%
SE vs PEGA
+7.2%
+347.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.2% | -3.4% |
| 7D | -7.7% | -8.6% | +0.9% | -3.7% |
| 30D | -22.8% | -10.1% | -12.7% | -19.3% |
| 3M | -43.7% | -4.7% | -39.0% | -43.4% |
| 6M | -12.8% | -8.0% | -4.9% | -12.6% |
| YTD | -42.0% | -47.1% | +5.1% | -25.3% |
| 1Y | -48.0% | -47.5% | -0.5% | -33.0% |
| 3Y | +62.7% | +40.2% | +22.4% | -3.2% |
| 5Y | -77.8% | -45.7% | -32.1% | -75.3% |
| All | +355.0% | +7.2% | +347.8% | +227.1% |
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