-51.3%
ACHR vs PEGA
-52.1%
+0.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.4% |
| 7D | +18.0% | -8.6% | +26.6% | +22.5% |
| 30D | +3.6% | -10.1% | +13.7% | +8.1% |
| 3M | -28.4% | -4.7% | -23.7% | -27.5% |
| 6M | -25.7% | -8.0% | -17.7% | -25.2% |
| YTD | -35.4% | -47.1% | +11.8% | -17.0% |
| 1Y | -45.6% | -47.5% | +1.8% | -29.9% |
| 3Y | -2.2% | +40.2% | -42.5% | -30.8% |
| 5Y | -20.3% | -45.7% | +25.4% | -19.8% |
| All | -51.3% | -52.1% | +0.8% | -48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling