+130.9%
ACM vs PEGA
+175.1%
-44.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.6% |
| 7D | -3.7% | -6.1% | +2.5% | -2.2% |
| 30D | -12.7% | +6.4% | -19.1% | -13.9% |
| 3M | -9.8% | +2.9% | -12.7% | -11.0% |
| 6M | -31.4% | -23.8% | -7.6% | -27.7% |
| YTD | -32.1% | -41.1% | +9.0% | -24.7% |
| 1Y | -47.8% | -38.2% | -9.6% | -43.2% |
| 3Y | -22.1% | +49.8% | -71.9% | -37.2% |
| 5Y | +1.8% | -48.0% | +49.8% | +12.9% |
| All | +130.9% | +175.1% | -44.3% | +43.3% |
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