+11.9%
ACN vs PEGA
-44.4%
+56.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +8.6% | -2.9% | +11.4% | +10.0% |
| 30D | +36.6% | -0.5% | +37.1% | +36.7% |
| 3M | +56.3% | +8.5% | +47.8% | +50.8% |
| 6M | +49.7% | -6.3% | +55.9% | +51.6% |
| YTD | +1.3% | -42.2% | +43.5% | +12.3% |
| 1Y | +11.9% | -43.4% | +55.4% | +27.3% |
| All | +11.9% | -44.4% | +56.4% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling