+995.4%
TER vs PEGA
+97.3%
+898.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.6% | -5.7% |
| 7D | +14.4% | +0.1% | +14.3% | +14.1% |
| 30D | -30.6% | -4.1% | -26.4% | -30.1% |
| 3M | -39.2% | -2.8% | -36.4% | -39.7% |
| 6M | -31.3% | -0.4% | -30.8% | -34.2% |
| YTD | +29.1% | -45.4% | +74.5% | +46.9% |
| 1Y | +47.4% | -42.6% | +90.1% | +64.8% |
| 3Y | +191.2% | +45.4% | +145.8% | +97.6% |
| 5Y | +74.0% | -44.6% | +118.6% | +78.9% |
| All | +995.4% | +97.3% | +898.1% | +515.9% |
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