+210.1%
W vs PEGA
+97.3%
+112.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.4% |
| 7D | +0.2% | +0.1% | +0.1% | -0.2% |
| 30D | +6.8% | -4.1% | +11.0% | +9.1% |
| 3M | +10.7% | -2.8% | +13.5% | +11.1% |
| 6M | +86.3% | -0.4% | +86.8% | +79.0% |
| YTD | +11.5% | -45.4% | +56.9% | +50.3% |
| 1Y | +5.1% | -42.6% | +47.7% | +36.4% |
| 3Y | +171.0% | +45.4% | +125.6% | +45.0% |
| 5Y | -56.6% | -44.6% | -12.0% | -52.2% |
| All | +210.1% | +97.3% | +112.8% | +85.7% |
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