+28.0%
USFR vs PEGA
+170.9%
-142.9%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | 0.0% |
| 7D | +0.1% | -6.1% | +6.2% | +0.1% |
| 30D | +0.3% | +6.4% | -6.1% | +0.3% |
| 3M | +1.0% | +2.9% | -1.9% | +1.0% |
| 6M | +1.9% | -23.8% | +25.8% | +2.0% |
| YTD | +2.7% | -41.1% | +43.7% | +2.7% |
| 1Y | +4.0% | -38.2% | +42.2% | +4.0% |
| 3Y | +14.0% | +49.8% | -35.8% | +14.0% |
| 5Y | +20.4% | -48.0% | +68.4% | +20.4% |
| 10Y | +28.0% | +173.1% | -145.1% | +28.0% |
| All | +28.0% | +170.9% | -142.9% | +28.0% |
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