-68.3%
AAL vs PEGA
+94.9%
-163.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.1% | -7.7% | -6.3% |
| 7D | +2.9% | -4.6% | +7.5% | +4.3% |
| 30D | +6.5% | -6.8% | +13.3% | +8.6% |
| 3M | -10.9% | +2.6% | -13.4% | -12.4% |
| 6M | +4.9% | -5.4% | +10.3% | +4.6% |
| YTD | -13.2% | -46.0% | +32.9% | +2.3% |
| 1Y | -1.1% | -45.6% | +44.5% | +16.1% |
| 3Y | +12.8% | +43.2% | -30.4% | -13.8% |
| 5Y | -34.4% | -45.3% | +10.9% | -30.4% |
| All | -68.3% | +94.9% | -163.2% | -81.2% |
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