+126.8%
ACM vs PEGA
+180.6%
-53.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.7% | -2.2% |
| 7D | -5.9% | -5.3% | -0.6% | -4.7% |
| 30D | -6.2% | +8.3% | -14.5% | -7.9% |
| 3M | -7.9% | +8.9% | -16.8% | -10.3% |
| 6M | -30.6% | -19.7% | -10.9% | -27.8% |
| YTD | -33.3% | -39.9% | +6.6% | -26.4% |
| 1Y | -49.2% | -36.4% | -12.8% | -45.1% |
| 3Y | -23.5% | +52.8% | -76.3% | -38.6% |
| 5Y | +0.9% | -45.7% | +46.6% | +10.3% |
| All | +126.8% | +180.6% | -53.8% | +40.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling