+640.7%
ADI vs PEGA
+94.9%
+545.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.5% |
| 7D | +13.4% | -4.6% | +17.9% | +14.6% |
| 30D | -1.3% | -6.8% | +5.5% | +0.1% |
| 3M | +6.8% | +2.6% | +4.2% | +4.9% |
| 6M | -1.9% | -5.4% | +3.5% | -3.4% |
| YTD | +52.3% | -46.0% | +98.3% | +73.6% |
| 1Y | +71.6% | -45.6% | +117.3% | +94.8% |
| 3Y | +148.9% | +43.2% | +105.7% | +83.6% |
| 5Y | +140.8% | -45.3% | +186.0% | +151.2% |
| All | +640.7% | +94.9% | +545.7% | +332.4% |
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