+92.7%
USB vs PEGA
+108.7%
-16.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.6% |
| 7D | -1.5% | -1.6% | +0.1% | -1.1% |
| 30D | +4.3% | -3.0% | +7.3% | +4.8% |
| 3M | -6.1% | +5.8% | -11.9% | -7.7% |
| 6M | +9.4% | -8.8% | +18.2% | +10.0% |
| YTD | +15.2% | -43.5% | +58.7% | +27.2% |
| 1Y | +32.8% | -43.4% | +76.1% | +46.3% |
| 3Y | +91.3% | +48.6% | +42.7% | +56.8% |
| 5Y | +22.7% | -43.3% | +66.0% | +25.9% |
| All | +92.7% | +108.7% | -16.0% | +36.0% |
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