+330.0%
ACWI vs PEGA
+1,321.9%
-992.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.4% | +0.7% |
| 7D | -2.4% | -4.5% | +2.2% | -1.5% |
| 30D | -5.2% | -5.7% | +0.5% | -4.2% |
| 3M | -4.8% | +2.6% | -7.4% | -5.8% |
| 6M | -1.3% | -10.6% | +9.3% | -0.5% |
| YTD | +8.4% | -45.5% | +53.9% | +19.5% |
| 1Y | +11.0% | -44.8% | +55.8% | +21.9% |
| 3Y | +70.6% | +45.5% | +25.0% | +43.0% |
| 5Y | +55.3% | -45.3% | +100.6% | +54.8% |
| 10Y | +223.2% | +102.4% | +120.8% | +132.9% |
| All | +330.0% | +1,321.9% | -992.0% | +56.6% |
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