+49.1%
ADP vs PEGA
-45.3%
+94.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.7% |
| 7D | +3.2% | -4.5% | +7.7% | +3.9% |
| 30D | +14.9% | -5.7% | +20.6% | +15.8% |
| 3M | +11.6% | +2.6% | +9.1% | +11.1% |
| 6M | +48.5% | -10.6% | +59.1% | +50.0% |
| YTD | +20.6% | -45.5% | +66.1% | +28.9% |
| 1Y | +23.7% | -44.8% | +68.5% | +31.9% |
| 3Y | +47.8% | +45.5% | +2.3% | +33.2% |
| All | +49.1% | -45.3% | +94.4% | +57.7% |
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 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