+454.5%
V vs PEGA
+92.7%
+361.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.1% |
| 7D | +0.6% | -8.2% | +8.8% | +2.5% |
| 30D | +9.7% | -11.6% | +21.3% | +12.6% |
| 3M | +17.3% | -4.2% | +21.4% | +17.8% |
| 6M | +33.2% | -12.0% | +45.2% | +35.2% |
| YTD | +21.3% | -46.9% | +68.2% | +36.7% |
| 1Y | +27.3% | -47.0% | +74.3% | +43.2% |
| 3Y | +76.1% | +40.9% | +35.2% | +41.4% |
| 5Y | +103.5% | -45.4% | +148.8% | +116.8% |
| 10Y | +454.5% | +95.9% | +358.5% | +256.9% |
| All | +454.5% | +92.7% | +361.8% | +256.9% |
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