+141.5%
W vs PEGA
+175.4%
-33.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +3.1% |
| 7D | +6.5% | -2.4% | +8.9% | +8.0% |
| 30D | -6.2% | +9.6% | -15.8% | -12.1% |
| 3M | +48.9% | +2.3% | +46.5% | +42.6% |
| 6M | +31.2% | -23.9% | +55.1% | +48.8% |
| YTD | -0.4% | -39.8% | +39.3% | +27.2% |
| 1Y | +14.8% | -37.4% | +52.2% | +39.7% |
| 3Y | +40.5% | +53.1% | -12.6% | -24.6% |
| 5Y | -62.1% | -47.2% | -14.9% | -55.9% |
| 10Y | +141.5% | +174.3% | -32.8% | +7.3% |
| All | +141.5% | +175.4% | -33.8% | +7.3% |
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