+135.8%
ACM vs PEGA
+99.2%
+36.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.9% | +9.1% | +6.1% |
| 7D | +6.9% | -10.0% | +16.9% | +9.5% |
| 30D | +19.1% | -12.7% | +31.7% | +22.6% |
| 3M | -6.9% | -4.6% | -2.4% | -6.2% |
| 6M | -12.0% | -13.1% | +1.1% | -10.1% |
| YTD | -25.1% | -47.6% | +22.4% | -14.9% |
| 1Y | -45.4% | -47.0% | +1.6% | -38.2% |
| 3Y | -6.9% | +42.0% | -48.9% | -24.5% |
| 5Y | +3.7% | -47.8% | +51.6% | +12.7% |
| 10Y | +135.8% | +92.0% | +43.8% | +71.2% |
| All | +135.8% | +99.2% | +36.6% | +71.2% |
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