-20.8%
ACHR vs PEGA
-46.7%
+25.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.7% |
| 7D | +14.0% | -8.2% | +22.3% | +18.3% |
| 30D | -5.0% | -11.6% | +6.5% | 0.0% |
| 3M | -24.8% | -4.2% | -20.6% | -24.0% |
| 6M | -27.3% | -12.0% | -15.3% | -25.3% |
| YTD | -37.4% | -46.9% | +9.5% | -19.3% |
| 1Y | -44.3% | -47.0% | +2.7% | -27.9% |
| 3Y | -5.2% | +40.9% | -46.1% | -34.6% |
| 5Y | -20.8% | -45.4% | +24.5% | -13.4% |
| All | -20.8% | -46.7% | +25.9% | -13.4% |
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 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