+89.9%
SLV vs PEGA
-44.5%
+134.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.3% |
| 7D | -5.8% | +0.1% | -5.9% | -5.9% |
| 30D | -12.1% | -4.1% | -8.0% | -12.0% |
| 3M | -24.1% | -2.8% | -21.3% | -24.1% |
| 6M | -44.4% | -0.4% | -43.9% | -44.6% |
| YTD | -31.5% | -45.4% | +13.9% | -29.2% |
| 1Y | -6.9% | -42.6% | +35.7% | -4.2% |
| 3Y | +116.0% | +45.4% | +70.6% | +103.8% |
| All | +89.9% | -44.5% | +134.4% | +82.2% |
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 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