+883.5%
AEE vs PEGA
+588.1%
+295.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.3% |
| 7D | +0.2% | -8.6% | +8.8% | +0.5% |
| 30D | +9.7% | -10.1% | +19.8% | +10.2% |
| 3M | +5.8% | -4.7% | +10.6% | +5.9% |
| 6M | +4.5% | -8.0% | +12.4% | +4.5% |
| YTD | +15.8% | -47.1% | +63.0% | +18.3% |
| 1Y | +10.8% | -47.5% | +58.2% | +13.1% |
| 3Y | +62.8% | +40.2% | +22.5% | +57.4% |
| 5Y | +56.1% | -45.7% | +101.8% | +55.3% |
| 10Y | +216.4% | +85.1% | +131.4% | +198.3% |
| All | +883.5% | +588.1% | +295.4% | +751.2% |
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