+71.6%
ADI vs PEGA
-46.7%
+118.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | +0.3% |
| 7D | +13.4% | -4.6% | +17.9% | +12.8% |
| 30D | -1.3% | -6.8% | +5.5% | -2.1% |
| 3M | +6.8% | +2.6% | +4.2% | +7.3% |
| 6M | -1.9% | -5.4% | +3.5% | -0.9% |
| YTD | +52.3% | -46.0% | +98.3% | +63.3% |
| 1Y | +71.6% | -45.6% | +117.3% | +83.5% |
| All | +71.6% | -46.7% | +118.4% | +83.5% |
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