+356.8%
ACWI vs PEGA
+1,539.6%
-1,182.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.2% |
| 7D | +0.5% | +3.3% | -2.8% | -0.2% |
| 30D | +0.9% | +17.7% | -16.9% | -2.6% |
| 3M | +2.4% | +5.8% | -3.4% | +0.3% |
| 6M | +12.4% | -20.3% | +32.6% | +16.0% |
| YTD | +15.2% | -37.1% | +52.3% | +23.8% |
| 1Y | +22.7% | -30.2% | +52.9% | +28.2% |
| 3Y | +75.8% | +48.1% | +27.7% | +47.6% |
| 5Y | +67.7% | -46.8% | +114.5% | +69.6% |
| 10Y | +229.0% | +191.3% | +37.7% | +119.8% |
| All | +356.8% | +1,539.6% | -1,182.8% | +62.2% |
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