+11.8%
AAL vs PEGA
+46.3%
-34.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.3% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | +11.7% | -4.1% | +15.8% | +12.5% |
| 3M | -12.5% | -2.8% | -9.7% | -12.4% |
| 6M | +3.6% | -0.4% | +4.1% | +2.4% |
| YTD | -14.1% | -45.4% | +31.3% | -3.8% |
| 1Y | +0.8% | -42.6% | +43.4% | +11.4% |
| 3Y | +11.8% | +45.4% | -33.6% | +0.2% |
| All | +11.8% | +46.3% | -34.5% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling