-24.8%
U vs PEGA
-47.4%
+22.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | +2.3% |
| 7D | +32.3% | -10.0% | +42.3% | +40.6% |
| 30D | +9.7% | -12.7% | +22.4% | +18.5% |
| 3M | +19.6% | -4.6% | +24.2% | +20.7% |
| 6M | +82.6% | -13.1% | +95.7% | +91.9% |
| YTD | +16.4% | -47.6% | +64.0% | +69.0% |
| 1Y | +28.5% | -47.0% | +75.5% | +85.2% |
| 3Y | +103.8% | +42.0% | +61.8% | +13.7% |
| 5Y | -70.0% | -47.8% | -22.2% | -62.5% |
| All | -24.8% | -47.4% | +22.7% | -16.0% |
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