+653.2%
ADI vs PEGA
+94.5%
+558.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.5% | +4.1% |
| 7D | +0.7% | -8.6% | +9.3% | +3.0% |
| 30D | +0.7% | -10.1% | +10.8% | +3.1% |
| 3M | +6.5% | -4.7% | +11.2% | +6.6% |
| 6M | -2.7% | -8.0% | +5.3% | -3.4% |
| YTD | +52.2% | -47.1% | +99.3% | +74.4% |
| 1Y | +77.5% | -47.5% | +124.9% | +103.4% |
| 3Y | +148.8% | +40.2% | +108.5% | +84.5% |
| 5Y | +142.9% | -45.7% | +188.6% | +153.2% |
| 10Y | +653.2% | +85.1% | +568.2% | +348.4% |
| All | +653.2% | +94.5% | +558.8% | +348.4% |
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