+444.2%
V vs PEGA
+99.2%
+345.1%
-36.4%
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% | +0.8% |
| 7D | -0.8% | -10.0% | +9.2% | +1.5% |
| 30D | +9.5% | -12.7% | +22.2% | +12.7% |
| 3M | +16.7% | -4.6% | +21.3% | +17.3% |
| 6M | +32.9% | -13.1% | +46.0% | +35.3% |
| YTD | +21.1% | -47.6% | +68.7% | +36.8% |
| 1Y | +26.6% | -47.0% | +73.7% | +42.4% |
| 3Y | +78.4% | +42.0% | +36.3% | +42.7% |
| 5Y | +105.5% | -47.8% | +153.3% | +122.7% |
| 10Y | +444.2% | +92.0% | +352.3% | +250.4% |
| All | +444.2% | +99.2% | +345.1% | +250.4% |
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