-14.4%
ACHR vs PEGA
+48.1%
-62.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.2% | +6.3% | +3.7% |
| 7D | +4.9% | -2.4% | +7.3% | +5.8% |
| 30D | +4.3% | +9.6% | -5.3% | +0.7% |
| 3M | +1.7% | +2.3% | -0.6% | -0.4% |
| 6M | -6.9% | -23.9% | +17.0% | +2.1% |
| YTD | -22.5% | -39.8% | +17.3% | -7.6% |
| 1Y | -31.5% | -37.4% | +5.9% | -20.3% |
| 3Y | -14.4% | +53.1% | -67.5% | -31.4% |
| All | -14.4% | +48.1% | -62.4% | -31.4% |
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 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