+12.4%
AA vs PEGA
-46.5%
+58.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.2% | -1.9% |
| 7D | -0.7% | +3.3% | -4.0% | -1.3% |
| 30D | +5.0% | +17.7% | -12.8% | +1.6% |
| 3M | -35.8% | +5.8% | -41.6% | -37.0% |
| 6M | -18.4% | -20.3% | +1.9% | -15.5% |
| YTD | -5.5% | -37.1% | +31.7% | +2.3% |
| 1Y | +61.0% | -30.2% | +91.2% | +68.9% |
| 3Y | +66.2% | +48.1% | +18.1% | +37.8% |
| All | +12.4% | -46.5% | +58.9% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling