+217.0%
W vs PEGA
+92.7%
+124.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.3% | -5.0% | -4.5% |
| 7D | +1.1% | -8.2% | +9.3% | +6.4% |
| 30D | +6.4% | -11.6% | +18.0% | +14.2% |
| 3M | +9.0% | -4.2% | +13.1% | +9.9% |
| 6M | +69.8% | -12.0% | +81.8% | +76.6% |
| YTD | +12.1% | -46.9% | +59.0% | +53.8% |
| 1Y | 0.0% | -47.0% | +47.0% | +36.7% |
| 3Y | +160.3% | +40.9% | +119.5% | +42.5% |
| 5Y | -53.3% | -45.4% | -7.9% | -48.2% |
| 10Y | +217.0% | +95.9% | +121.0% | +94.0% |
| All | +217.0% | +92.7% | +124.3% | +94.0% |
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