+174.8%
ACGL vs PEGA
-46.7%
+221.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.3% | +0.9% |
| 7D | +1.3% | -8.2% | +9.5% | +1.9% |
| 30D | +14.2% | -11.6% | +25.8% | +15.1% |
| 3M | +11.1% | -4.2% | +15.2% | +11.3% |
| 6M | +16.4% | -12.0% | +28.3% | +16.9% |
| YTD | +13.8% | -46.9% | +60.7% | +18.0% |
| 1Y | +21.6% | -47.0% | +68.5% | +26.0% |
| 3Y | +33.5% | +40.9% | -7.3% | +24.0% |
| 5Y | +174.8% | -45.4% | +220.2% | +179.1% |
| All | +174.8% | -46.7% | +221.6% | +179.1% |
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