+2,368.0%
ACN vs PEGA
+3,777.4%
-1,409.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.9% | +1.6% | -1.6% |
| 7D | -2.5% | -10.0% | +7.5% | -0.7% |
| 30D | +22.6% | -12.7% | +35.3% | +25.6% |
| 3M | +45.9% | -4.6% | +50.5% | +47.3% |
| 6M | +43.8% | -13.1% | +56.9% | +47.6% |
| YTD | -2.5% | -47.6% | +45.1% | +8.5% |
| 1Y | +6.5% | -47.0% | +53.5% | +18.0% |
| 3Y | -14.2% | +42.0% | -56.2% | -22.3% |
| 5Y | -24.4% | -47.8% | +23.4% | -22.2% |
| 10Y | +156.3% | +92.0% | +64.3% | +116.6% |
| All | +2,368.0% | +3,777.4% | -1,409.4% | +1,294.1% |
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