-45.3%
ACHR vs PEGA
-45.5%
+0.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.8% |
| 7D | -5.4% | -5.3% | -0.1% | -3.0% |
| 30D | -19.7% | +8.3% | -28.0% | -22.7% |
| 3M | +7.9% | +8.9% | -1.0% | +1.6% |
| 6M | -13.8% | -19.7% | +6.0% | -6.9% |
| YTD | -27.5% | -39.9% | +12.4% | -11.5% |
| 1Y | -33.9% | -36.4% | +2.4% | -22.4% |
| 3Y | -20.0% | +52.8% | -72.8% | -44.8% |
| 5Y | -44.0% | -45.7% | +1.7% | -44.3% |
| All | -45.3% | -45.5% | +0.2% | -45.4% |
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