-9.7%
ACM vs PEGA
+44.6%
-54.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.5% |
| 7D | +5.1% | -4.6% | +9.6% | +5.8% |
| 30D | +18.7% | -6.8% | +25.5% | +19.7% |
| 3M | +15.5% | +2.6% | +12.9% | +14.9% |
| 6M | +1.2% | -5.4% | +6.6% | +1.4% |
| YTD | -25.2% | -46.0% | +20.8% | -20.0% |
| 1Y | -46.3% | -45.6% | -0.7% | -42.7% |
| All | -9.7% | +44.6% | -54.3% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling