+131.9%
ADI vs PEGA
-47.0%
+178.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -3.9% | +12.5% | +9.1% |
| 7D | -4.4% | -10.0% | +5.6% | -2.9% |
| 30D | -2.8% | -12.7% | +9.8% | -1.0% |
| 3M | +1.5% | -4.6% | +6.1% | +1.6% |
| 6M | -4.7% | -13.1% | +8.4% | -4.0% |
| YTD | +46.8% | -47.6% | +94.4% | +61.7% |
| 1Y | +74.9% | -47.0% | +121.9% | +91.9% |
| 3Y | +147.4% | +42.0% | +105.4% | +104.4% |
| 5Y | +131.9% | -47.8% | +179.7% | +143.4% |
| All | +131.9% | -47.0% | +178.9% | +143.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling