+59.1%
ACWI vs PEGA
-44.5%
+103.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | +2.4% | +0.1% | +2.4% | +2.4% |
| 30D | -1.7% | -4.1% | +2.5% | -1.3% |
| 3M | -3.9% | -2.8% | -1.1% | -3.9% |
| 6M | +0.8% | -0.4% | +1.2% | -0.1% |
| YTD | +11.0% | -45.4% | +56.4% | +18.9% |
| 1Y | +13.1% | -42.6% | +55.7% | +20.1% |
| 3Y | +73.9% | +45.4% | +28.5% | +53.1% |
| All | +59.1% | -44.5% | +103.6% | +62.3% |
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 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