+1,697.2%
ACN vs PEGA
+4,549.2%
-2,852.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.4% | -3.1% |
| 7D | -1.5% | +3.3% | -4.8% | -2.1% |
| 30D | +9.4% | +17.7% | -8.4% | +6.2% |
| 3M | +5.6% | +5.8% | -0.1% | +4.4% |
| 6M | -9.3% | -20.3% | +11.0% | -5.9% |
| YTD | -29.0% | -37.1% | +8.2% | -23.6% |
| 1Y | -24.7% | -30.2% | +5.5% | -20.7% |
| 3Y | -39.8% | +48.1% | -87.9% | -46.1% |
| 5Y | -40.9% | -46.8% | +5.9% | -39.7% |
| 10Y | +91.1% | +191.3% | -100.2% | +51.1% |
| All | +1,697.2% | +4,549.2% | -2,852.0% | +881.5% |
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 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