-14.8%
AA vs PEGA
-45.3%
+30.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.5% | +6.4% | +3.6% |
| 7D | +0.9% | -4.5% | +5.4% | +1.8% |
| 30D | -6.7% | -5.7% | -1.0% | -5.9% |
| 3M | -16.3% | +2.6% | -18.9% | -17.2% |
| 6M | -37.1% | -10.6% | -26.5% | -36.6% |
| YTD | -25.0% | -45.5% | +20.5% | -16.9% |
| 1Y | +8.6% | -44.8% | +53.4% | +19.9% |
| 3Y | +57.2% | +45.5% | +11.7% | +29.4% |
| All | -14.8% | -45.3% | +30.5% | -15.8% |
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