+79.3%
ADI vs PEGA
-44.4%
+123.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.3% | -3.2% |
| 7D | -5.1% | -2.9% | -2.3% | -5.5% |
| 30D | -3.1% | -0.5% | -2.6% | -3.0% |
| 3M | +7.1% | +8.5% | -1.3% | +8.5% |
| 6M | +2.9% | -6.3% | +9.2% | +4.8% |
| YTD | +51.1% | -42.2% | +93.3% | +62.2% |
| 1Y | +79.3% | -43.4% | +122.8% | +98.7% |
| All | +79.3% | -44.4% | +123.8% | +98.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling