-0.9%
ACM vs PEGA
-45.3%
+44.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.6% |
| 7D | +5.4% | -4.5% | +9.9% | +6.1% |
| 30D | +15.1% | -5.7% | +20.8% | +16.0% |
| 3M | -10.5% | +2.6% | -13.0% | -10.9% |
| 6M | -19.7% | -10.6% | -9.1% | -18.9% |
| YTD | -28.8% | -45.5% | +16.7% | -23.4% |
| 1Y | -47.9% | -44.8% | -3.1% | -44.1% |
| 3Y | -12.4% | +45.5% | -57.9% | -21.6% |
| All | -0.9% | -45.3% | +44.4% | +8.4% |
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