+65.3%
T vs PEGA
+175.4%
-110.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | 0.0% |
| 7D | -1.5% | -2.4% | +0.9% | -1.3% |
| 30D | +7.6% | +9.6% | -2.0% | +6.7% |
| 3M | +15.3% | +2.3% | +13.0% | +14.7% |
| 6M | -8.5% | -23.9% | +15.4% | -6.8% |
| YTD | +6.8% | -39.8% | +46.5% | +10.8% |
| 1Y | -7.2% | -37.4% | +30.2% | -4.4% |
| 3Y | +108.2% | +53.1% | +55.1% | +84.8% |
| 5Y | +66.1% | -47.2% | +113.3% | +71.9% |
| 10Y | +65.3% | +174.3% | -109.0% | +14.1% |
| All | +65.3% | +175.4% | -110.1% | +14.1% |
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