+1,744.2%
TER vs PEGA
+175.4%
+1,568.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.2% | +8.4% | +5.4% |
| 7D | +11.0% | -2.4% | +13.4% | +11.6% |
| 30D | -1.9% | +9.6% | -11.5% | -5.0% |
| 3M | -0.7% | +2.3% | -3.0% | -3.8% |
| 6M | +36.4% | -23.9% | +60.3% | +43.5% |
| YTD | +92.4% | -39.8% | +132.2% | +115.4% |
| 1Y | +213.5% | -37.4% | +250.9% | +242.7% |
| 3Y | +277.2% | +53.1% | +224.1% | +158.3% |
| 5Y | +219.1% | -47.2% | +266.4% | +247.7% |
| 10Y | +1,744.2% | +174.3% | +1,569.9% | +902.8% |
| All | +1,744.2% | +175.4% | +1,568.9% | +902.8% |
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