+3,537.0%
ADP vs PEGA
+1,035.4%
+2,501.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.9% |
| 7D | +3.2% | -4.5% | +7.7% | +3.7% |
| 30D | +14.9% | -5.7% | +20.6% | +15.5% |
| 3M | +11.6% | +2.6% | +9.1% | +11.2% |
| 6M | +48.5% | -10.6% | +59.1% | +49.6% |
| YTD | +20.6% | -45.5% | +66.1% | +26.8% |
| 1Y | +23.7% | -44.8% | +68.5% | +29.8% |
| 3Y | +47.8% | +45.5% | +2.3% | +38.5% |
| 5Y | +47.7% | -45.3% | +93.0% | +48.2% |
| 10Y | +324.0% | +102.4% | +221.6% | +279.8% |
| All | +3,537.0% | +1,035.4% | +2,501.6% | +2,390.6% |
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 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