+636.4%
ADI vs PEGA
+170.9%
+465.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.1% |
| 7D | +2.6% | -6.1% | +8.8% | +4.3% |
| 30D | -4.6% | +6.4% | -11.0% | -6.5% |
| 3M | -9.5% | +2.9% | -12.4% | -11.7% |
| 6M | +14.8% | -23.8% | +38.7% | +20.8% |
| YTD | +35.8% | -41.1% | +76.9% | +52.2% |
| 1Y | +48.9% | -38.2% | +87.2% | +63.0% |
| 3Y | +115.6% | +49.8% | +65.7% | +59.8% |
| 5Y | +135.1% | -48.0% | +183.1% | +156.6% |
| 10Y | +636.4% | +173.1% | +463.3% | +339.6% |
| All | +636.4% | +170.9% | +465.6% | +339.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling