-41.2%
ACI vs PEGA
-45.3%
+4.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.5% | +0.1% | -3.2% |
| 7D | -2.2% | -4.5% | +2.3% | -2.0% |
| 30D | +10.3% | -5.7% | +16.0% | +10.6% |
| 3M | +7.2% | +2.7% | +4.5% | +7.1% |
| 6M | -18.0% | -10.5% | -7.5% | -17.8% |
| YTD | -22.0% | -45.4% | +23.5% | -20.8% |
| 1Y | -23.4% | -44.7% | +21.4% | -22.3% |
| 3Y | -35.8% | +45.7% | -81.5% | -37.9% |
| All | -41.2% | -45.3% | +4.0% | -43.9% |
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