+46.2%
ADP vs PEGA
+44.6%
+1.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.2% |
| 7D | +0.3% | -4.6% | +4.8% | +0.9% |
| 30D | +11.6% | -6.8% | +18.4% | +12.6% |
| 3M | +15.1% | +2.6% | +12.5% | +14.7% |
| 6M | +46.0% | -5.4% | +51.4% | +46.3% |
| YTD | +22.4% | -46.0% | +68.4% | +28.4% |
| 1Y | +24.5% | -45.6% | +70.1% | +30.4% |
| All | +46.2% | +44.6% | +1.6% | +42.9% |
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