+330.6%
ACGL vs PEGA
+99.2%
+231.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +1.4% |
| 7D | -1.1% | -10.0% | +8.9% | +0.6% |
| 30D | +13.1% | -12.7% | +25.8% | +15.6% |
| 3M | +9.8% | -4.6% | +14.4% | +10.3% |
| 6M | +15.3% | -13.1% | +28.4% | +16.8% |
| YTD | +12.7% | -47.6% | +60.3% | +23.2% |
| 1Y | +20.7% | -47.0% | +67.7% | +31.5% |
| 3Y | +34.3% | +42.0% | -7.7% | +11.7% |
| 5Y | +170.6% | -47.8% | +218.4% | +188.7% |
| 10Y | +330.6% | +92.0% | +238.6% | +221.3% |
| All | +330.6% | +99.2% | +231.4% | +221.3% |
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