-26.3%
U vs PEGA
-46.8%
+20.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.9% |
| 7D | +24.4% | -8.2% | +32.6% | +30.6% |
| 30D | +7.4% | -11.6% | +18.9% | +15.1% |
| 3M | +16.8% | -4.2% | +20.9% | +17.6% |
| 6M | +78.8% | -12.0% | +90.7% | +86.3% |
| YTD | +14.0% | -46.9% | +60.9% | +64.0% |
| 1Y | +16.7% | -47.0% | +63.7% | +68.1% |
| 3Y | +86.4% | +40.9% | +45.5% | +5.0% |
| 5Y | -71.5% | -45.4% | -26.1% | -65.4% |
| All | -26.3% | -46.8% | +20.4% | -18.5% |
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