+316.8%
ADP vs PEGA
+101.6%
+215.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.5% |
| 7D | +3.2% | -4.5% | +7.7% | +4.3% |
| 30D | +14.9% | -5.7% | +20.6% | +16.2% |
| 3M | +11.6% | +2.7% | +9.0% | +10.7% |
| 6M | +48.5% | -10.5% | +59.0% | +50.8% |
| YTD | +20.6% | -45.4% | +66.0% | +34.4% |
| 1Y | +23.7% | -44.7% | +68.4% | +37.2% |
| 3Y | +47.8% | +45.7% | +2.1% | +22.2% |
| 5Y | +47.7% | -45.3% | +93.0% | +56.7% |
| All | +316.8% | +101.6% | +215.2% | +194.6% |
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