+28.6%
USFR vs PEGA
+97.3%
-68.8%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | 0.0% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +0.4% | -4.1% | +4.5% | +0.4% |
| 3M | +1.1% | -2.8% | +3.9% | +1.1% |
| 6M | +2.0% | -0.4% | +2.5% | +2.0% |
| YTD | +3.5% | -45.4% | +48.9% | +3.5% |
| 1Y | +4.1% | -42.6% | +46.7% | +4.1% |
| 3Y | +14.4% | +45.4% | -31.1% | +14.3% |
| 5Y | +21.4% | -44.6% | +66.0% | +21.4% |
| All | +28.6% | +97.3% | -68.8% | +28.2% |
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