+19.3%
ACI vs PEGA
-27.9%
+47.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -2.3% |
| 7D | -5.0% | -6.1% | +1.1% | -4.8% |
| 30D | -2.3% | +6.4% | -8.7% | -2.6% |
| 3M | -23.2% | +2.9% | -26.1% | -23.4% |
| 6M | -29.5% | -23.8% | -5.6% | -29.1% |
| YTD | -28.6% | -41.1% | +12.5% | -27.7% |
| 1Y | -34.0% | -38.2% | +4.2% | -33.3% |
| 3Y | -45.0% | +49.8% | -94.8% | -46.9% |
| 5Y | -44.0% | -48.0% | +4.0% | -44.5% |
| All | +19.3% | -27.9% | +47.1% | +9.6% |
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