+476.5%
V vs PEGA
+94.9%
+381.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.3% | -1.0% |
| 7D | -0.4% | -4.6% | +4.2% | +0.6% |
| 30D | +6.3% | -6.8% | +13.1% | +7.8% |
| 3M | +17.2% | +2.6% | +14.6% | +16.0% |
| 6M | +29.2% | -5.4% | +34.6% | +29.1% |
| YTD | +20.8% | -46.0% | +66.8% | +35.6% |
| 1Y | +25.0% | -45.6% | +70.6% | +39.8% |
| 3Y | +75.3% | +43.2% | +32.1% | +40.2% |
| 5Y | +105.8% | -45.3% | +151.1% | +120.0% |
| All | +476.5% | +94.9% | +381.6% | +270.9% |
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