+165.7%
SLV vs PEGA
-46.5%
+212.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -1.2% |
| 7D | -0.3% | +3.3% | -3.6% | -0.5% |
| 30D | +6.7% | +17.7% | -11.1% | +5.7% |
| 3M | -10.7% | +5.8% | -16.5% | -11.1% |
| 6M | -20.6% | -20.3% | -0.3% | -19.7% |
| YTD | -7.1% | -37.1% | +30.0% | -4.7% |
| 1Y | +62.0% | -30.2% | +92.2% | +64.7% |
| 3Y | +169.8% | +48.1% | +121.7% | +154.7% |
| All | +165.7% | -46.5% | +212.2% | +162.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling