-40.8%
AAL vs PEGA
-45.3%
+4.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.5% | +5.4% | +2.9% |
| 7D | +4.6% | -4.5% | +9.1% | +5.9% |
| 30D | +2.6% | -5.7% | +8.2% | +4.1% |
| 3M | -17.8% | +2.7% | -20.4% | -18.9% |
| 6M | +1.9% | -10.5% | +12.4% | +3.4% |
| YTD | -14.0% | -45.4% | +31.4% | -1.3% |
| 1Y | +0.2% | -44.7% | +45.0% | +14.5% |
| 3Y | +13.0% | +45.7% | -32.6% | -9.2% |
| All | -40.8% | -45.3% | +4.5% | -33.7% |
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 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