-65.4%
AAL vs PEGA
+99.2%
-164.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.9% | +11.4% | +8.7% |
| 7D | +8.3% | -10.0% | +18.2% | +11.8% |
| 30D | +11.0% | -12.7% | +23.7% | +15.6% |
| 3M | -11.2% | -4.6% | -6.6% | -10.6% |
| 6M | +6.1% | -13.1% | +19.2% | +8.8% |
| YTD | -7.6% | -47.6% | +39.9% | +9.9% |
| 1Y | +3.7% | -47.0% | +50.8% | +22.8% |
| 3Y | +20.5% | +42.0% | -21.5% | -7.7% |
| 5Y | -36.4% | -47.8% | +11.4% | -31.3% |
| 10Y | -65.4% | +92.0% | -157.4% | -79.3% |
| All | -65.4% | +99.2% | -164.6% | -79.3% |
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 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