+66.0%
AEE vs PEGA
+41.6%
+24.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.4% |
| 7D | +0.2% | -8.6% | +8.8% | +0.2% |
| 30D | +9.7% | -10.1% | +19.8% | +9.8% |
| 3M | +5.8% | -4.7% | +10.6% | +5.8% |
| 6M | +4.5% | -8.0% | +12.4% | +4.4% |
| YTD | +15.8% | -47.1% | +63.0% | +16.7% |
| 1Y | +10.8% | -47.5% | +58.2% | +11.6% |
| All | +66.0% | +41.6% | +24.4% | +58.6% |
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 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