+220.4%
W vs PEGA
+94.5%
+126.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | -7.4% | -8.6% | +1.3% | -2.2% |
| 30D | +7.8% | -10.1% | +17.9% | +14.6% |
| 3M | +10.9% | -4.7% | +15.6% | +12.3% |
| 6M | +86.4% | -8.0% | +94.4% | +88.2% |
| YTD | +14.0% | -47.1% | +61.1% | +56.8% |
| 1Y | +3.5% | -47.5% | +51.0% | +42.4% |
| 3Y | +164.8% | +40.2% | +124.5% | +45.1% |
| 5Y | -53.1% | -45.7% | -7.4% | -47.8% |
| 10Y | +220.4% | +85.1% | +135.4% | +96.4% |
| All | +220.4% | +94.5% | +126.0% | +96.4% |
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