+2.2%
ACM vs PEGA
-44.5%
+46.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.7% | +0.4% |
| 7D | +5.6% | +0.1% | +5.5% | +5.6% |
| 30D | +20.8% | -4.1% | +25.0% | +21.4% |
| 3M | +11.4% | -2.8% | +14.2% | +11.7% |
| 6M | +0.9% | -0.4% | +1.4% | +0.4% |
| YTD | -24.8% | -45.4% | +20.6% | -19.2% |
| 1Y | -46.4% | -42.6% | -3.8% | -42.9% |
| 3Y | -9.2% | +45.4% | -54.6% | -18.8% |
| All | +2.2% | -44.5% | +46.7% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling