+106.9%
SLV vs PEGA
-45.3%
+152.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.1% |
| 7D | +5.1% | -4.5% | +9.6% | +5.4% |
| 30D | -12.9% | -5.7% | -7.2% | -12.7% |
| 3M | -16.1% | +2.6% | -18.6% | -16.3% |
| 6M | -33.2% | -10.6% | -22.6% | -33.0% |
| YTD | -27.2% | -45.5% | +18.2% | -24.8% |
| 1Y | +7.6% | -44.8% | +52.4% | +11.1% |
| 3Y | +122.3% | +45.5% | +76.8% | +109.9% |
| All | +106.9% | -45.3% | +152.2% | +97.2% |
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