-43.6%
ACI vs PEGA
+48.1%
-91.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.2% | +0.9% | -3.1% |
| 7D | -2.6% | -2.4% | -0.2% | -2.5% |
| 30D | +1.1% | +9.6% | -8.5% | +0.8% |
| 3M | -23.6% | +2.3% | -26.0% | -23.9% |
| 6M | -29.9% | -23.9% | -6.1% | -29.9% |
| YTD | -26.9% | -39.8% | +12.9% | -26.5% |
| 1Y | -34.2% | -37.4% | +3.2% | -34.0% |
| 3Y | -43.6% | +53.1% | -96.8% | -45.8% |
| All | -43.6% | +48.1% | -91.7% | -45.8% |
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 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