+8.6%
AEIS vs PEGA
-44.4%
+53.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | 0.0% | -11.2% | -11.1% |
| 7D | -12.7% | -2.9% | -9.8% | -13.4% |
| 30D | -28.8% | -0.5% | -28.3% | -28.7% |
| 3M | -38.0% | +8.5% | -46.5% | -35.9% |
| 6M | -45.3% | -6.3% | -39.0% | -43.0% |
| YTD | +1.1% | -42.2% | +43.3% | +4.1% |
| 1Y | +8.6% | -43.4% | +52.1% | +13.9% |
| All | +8.6% | -44.4% | +53.1% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling