+66.8%
AA vs PEGA
+46.3%
+20.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -1.9% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | -0.6% | -4.1% | +3.5% | -0.3% |
| 3M | -19.7% | -2.8% | -16.8% | -19.7% |
| 6M | -41.6% | -0.4% | -41.1% | -42.2% |
| YTD | -24.6% | -45.4% | +20.8% | -17.4% |
| 1Y | +4.9% | -42.6% | +47.5% | +13.6% |
| 3Y | +66.8% | +45.4% | +21.4% | +34.3% |
| All | +66.8% | +46.3% | +20.5% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling