+230.8%
ACM vs PEGA
+1,599.6%
-1,368.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -3.7% | +3.3% | -7.0% | -4.6% |
| 30D | -11.1% | +17.7% | -28.9% | -14.9% |
| 3M | -8.0% | +5.8% | -13.8% | -10.0% |
| 6M | -29.7% | -20.3% | -9.4% | -26.3% |
| YTD | -29.4% | -37.1% | +7.8% | -22.0% |
| 1Y | -46.4% | -30.2% | -16.2% | -43.0% |
| 3Y | -22.3% | +48.1% | -70.5% | -38.0% |
| 5Y | +4.5% | -46.8% | +51.3% | +6.6% |
| 10Y | +127.6% | +191.3% | -63.7% | +31.2% |
| All | +230.8% | +1,599.6% | -1,368.8% | -18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling