+58.8%
T vs PEGA
+92.7%
-33.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.6% | +0.5% |
| 7D | +2.6% | -8.2% | +10.8% | +3.3% |
| 30D | -1.1% | -11.6% | +10.5% | -0.1% |
| 3M | -7.7% | -4.2% | -3.6% | -7.5% |
| 6M | -10.6% | -12.0% | +1.3% | -10.1% |
| YTD | -7.5% | -46.9% | +39.4% | -3.0% |
| 1Y | -7.4% | -47.0% | +39.6% | -3.0% |
| 3Y | +63.1% | +40.9% | +22.2% | +45.5% |
| 5Y | +55.2% | -45.4% | +100.6% | +57.3% |
| 10Y | +58.8% | +95.9% | -37.1% | +29.0% |
| All | +58.8% | +92.7% | -33.9% | +29.0% |
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