+114.5%
ADI vs PEGA
+48.1%
+66.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.4% | +0.7% |
| 7D | +2.4% | -2.4% | +4.8% | +2.7% |
| 30D | -6.6% | +9.6% | -16.2% | -7.5% |
| 3M | -9.8% | +2.3% | -12.1% | -10.1% |
| 6M | +15.7% | -23.9% | +39.6% | +19.8% |
| YTD | +35.1% | -39.8% | +74.9% | +45.0% |
| 1Y | +47.7% | -37.4% | +85.1% | +56.6% |
| 3Y | +114.5% | +53.1% | +61.3% | +86.7% |
| All | +114.5% | +48.1% | +66.4% | +86.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling