+3,207.4%
ADP vs PEGA
+1,209.2%
+1,998.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.0% |
| 7D | -3.4% | +3.3% | -6.7% | -3.7% |
| 30D | +2.8% | +17.7% | -15.0% | +1.1% |
| 3M | +20.9% | +5.8% | +15.1% | +20.0% |
| 6M | +29.9% | -20.3% | +50.1% | +32.2% |
| YTD | +9.6% | -37.1% | +46.8% | +13.8% |
| 1Y | -5.3% | -30.2% | +24.9% | -2.9% |
| 3Y | +16.5% | +48.1% | -31.6% | +8.9% |
| 5Y | +49.4% | -46.8% | +96.2% | +50.1% |
| 10Y | +282.2% | +191.3% | +90.9% | +232.1% |
| All | +3,207.4% | +1,209.2% | +1,998.1% | +2,135.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling