+108.7%
USB vs PEGA
+191.4%
-82.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +1.4% | +3.3% | -1.8% | +0.8% |
| 30D | -1.3% | +17.7% | -19.1% | -4.9% |
| 3M | +15.2% | +5.8% | +9.4% | +12.8% |
| 6M | +18.8% | -20.3% | +39.1% | +23.0% |
| YTD | +21.0% | -37.1% | +58.2% | +30.9% |
| 1Y | +34.0% | -30.2% | +64.2% | +40.7% |
| 3Y | +95.3% | +48.1% | +47.2% | +61.9% |
| 5Y | +40.4% | -46.8% | +87.2% | +48.7% |
| All | +108.7% | +191.4% | -82.7% | +41.1% |
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