+124.8%
AA vs PEGA
+175.4%
-50.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.2% | +7.7% | +4.8% |
| 7D | +1.7% | -2.4% | +4.0% | +2.3% |
| 30D | +3.3% | +9.6% | -6.3% | +0.2% |
| 3M | -29.4% | +2.3% | -31.7% | -31.0% |
| 6M | -12.8% | -23.9% | +11.1% | -7.5% |
| YTD | -2.1% | -39.8% | +37.6% | +10.3% |
| 1Y | +62.8% | -37.4% | +100.2% | +79.4% |
| 3Y | +90.5% | +53.1% | +37.3% | +39.6% |
| 5Y | +19.1% | -47.2% | +66.3% | +29.8% |
| 10Y | +124.8% | +174.3% | -49.6% | +3.1% |
| All | +124.8% | +175.4% | -50.6% | +3.1% |
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