+45.0%
AA vs PEGA
+92.7%
-47.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.7% | -4.8% |
| 7D | +1.2% | -8.2% | +9.5% | +3.6% |
| 30D | -5.0% | -11.6% | +6.5% | -2.0% |
| 3M | -22.2% | -4.2% | -18.1% | -22.1% |
| 6M | -36.3% | -12.0% | -24.4% | -35.6% |
| YTD | -24.2% | -46.9% | +22.7% | -12.0% |
| 1Y | +3.9% | -47.0% | +50.9% | +20.5% |
| 3Y | +67.6% | +40.9% | +26.7% | +24.7% |
| 5Y | -8.8% | -45.4% | +36.5% | -5.3% |
| 10Y | +45.0% | +95.9% | -51.0% | -15.3% |
| All | +45.0% | +92.7% | -47.7% | -15.3% |
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