-37.5%
U vs PEGA
-39.6%
+2.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.2% | +6.8% | +5.2% |
| 7D | +4.5% | -2.4% | +6.9% | +5.9% |
| 30D | -0.6% | +9.6% | -10.2% | -7.1% |
| 3M | +48.4% | +2.3% | +46.1% | +42.3% |
| 6M | +115.4% | -23.9% | +139.3% | +147.6% |
| YTD | -3.2% | -39.8% | +36.6% | +30.0% |
| 1Y | -6.0% | -37.4% | +31.4% | +21.4% |
| 3Y | +13.5% | +53.1% | -39.7% | -38.1% |
| 5Y | -68.0% | -47.2% | -20.8% | -59.1% |
| All | -37.5% | -39.6% | +2.1% | -35.4% |
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