+1,057.8%
TER vs PEGA
+94.9%
+962.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.8% | -1.3% |
| 7D | +24.0% | -4.6% | +28.5% | +25.3% |
| 30D | -30.6% | -6.8% | -23.8% | -29.6% |
| 3M | -34.5% | +2.6% | -37.0% | -36.1% |
| 6M | -26.4% | -5.4% | -21.0% | -28.4% |
| YTD | +36.4% | -46.0% | +82.5% | +55.8% |
| 1Y | +47.4% | -45.6% | +93.0% | +67.9% |
| 3Y | +202.6% | +43.2% | +159.4% | +106.3% |
| 5Y | +83.9% | -45.3% | +129.1% | +89.8% |
| All | +1,057.8% | +94.9% | +962.8% | +553.3% |
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