+74.8%
AA vs PEGA
+1,035.4%
-960.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.5% | +6.4% | +3.4% |
| 7D | +0.9% | -4.5% | +5.4% | +1.5% |
| 30D | -6.7% | -5.7% | -1.0% | -6.1% |
| 3M | -16.3% | +2.6% | -18.9% | -16.9% |
| 6M | -37.1% | -10.6% | -26.5% | -36.8% |
| YTD | -25.0% | -45.5% | +20.5% | -20.3% |
| 1Y | +8.6% | -44.8% | +53.4% | +15.2% |
| 3Y | +57.2% | +45.5% | +11.7% | +43.1% |
| 5Y | -13.0% | -45.3% | +32.3% | -12.6% |
| 10Y | +65.5% | +102.4% | -36.8% | +43.8% |
| All | +74.8% | +1,035.4% | -960.6% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling