+156.2%
ACM vs PEGA
+101.6%
+54.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.9% |
| 7D | +5.4% | -4.5% | +9.9% | +6.5% |
| 30D | +15.1% | -5.7% | +20.8% | +16.5% |
| 3M | -10.5% | +2.7% | -13.1% | -11.2% |
| 6M | -19.7% | -10.5% | -9.2% | -18.4% |
| YTD | -28.8% | -45.4% | +16.6% | -19.8% |
| 1Y | -47.9% | -44.7% | -3.1% | -41.5% |
| 3Y | -12.4% | +45.7% | -58.0% | -29.4% |
| 5Y | +0.6% | -45.3% | +45.8% | +8.0% |
| All | +156.2% | +101.6% | +54.6% | +73.8% |
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 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