+175.9%
SLV vs PEGA
+99.2%
+76.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.9% | +6.6% | +3.0% |
| 7D | +5.6% | -10.0% | +15.6% | +6.4% |
| 30D | -12.1% | -12.7% | +0.6% | -11.3% |
| 3M | -16.3% | -4.6% | -11.7% | -16.2% |
| 6M | -34.1% | -13.1% | -21.0% | -33.7% |
| YTD | -25.3% | -47.6% | +22.3% | -22.1% |
| 1Y | +9.6% | -47.0% | +56.6% | +14.1% |
| 3Y | +132.7% | +42.0% | +90.7% | +116.9% |
| 5Y | +113.7% | -47.8% | +161.5% | +113.6% |
| 10Y | +175.9% | +92.0% | +83.9% | +193.1% |
| All | +175.9% | +99.2% | +76.7% | +193.1% |
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