+77.5%
ADI vs PEGA
-47.0%
+124.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.5% | +3.9% |
| 7D | +0.7% | -8.6% | +9.3% | -0.5% |
| 30D | +0.7% | -10.1% | +10.8% | -0.6% |
| 3M | +6.5% | -4.7% | +11.2% | +6.1% |
| 6M | -2.7% | -8.0% | +5.3% | -1.9% |
| YTD | +52.2% | -47.1% | +99.3% | +62.2% |
| 1Y | +77.5% | -47.5% | +124.9% | +89.5% |
| All | +77.5% | -47.0% | +124.5% | +89.5% |
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