+270.5%
ADP vs PEGA
+175.4%
+95.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.2% | +0.7% | -2.6% |
| 7D | -5.5% | -2.4% | -3.1% | -5.0% |
| 30D | -1.2% | +9.6% | -10.9% | -3.2% |
| 3M | +17.9% | +2.3% | +15.5% | +16.6% |
| 6M | +20.3% | -23.9% | +44.2% | +26.1% |
| YTD | +5.8% | -39.8% | +45.6% | +15.5% |
| 1Y | -7.7% | -37.4% | +29.7% | -0.6% |
| 3Y | +14.7% | +53.1% | -38.4% | -5.5% |
| 5Y | +45.8% | -47.2% | +93.0% | +58.2% |
| 10Y | +270.5% | +174.3% | +96.1% | +147.6% |
| All | +270.5% | +175.4% | +95.1% | +147.6% |
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