+554.7%
AEIS vs PEGA
+170.9%
+383.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | -0.4% |
| 7D | +6.5% | -6.1% | +12.6% | +8.6% |
| 30D | -9.2% | +6.4% | -15.6% | -11.6% |
| 3M | -8.3% | +2.9% | -11.3% | -11.9% |
| 6M | -6.3% | -23.8% | +17.5% | -1.2% |
| YTD | +36.5% | -41.1% | +77.6% | +55.2% |
| 1Y | +84.8% | -38.2% | +123.0% | +104.0% |
| 3Y | +176.6% | +49.8% | +126.7% | +84.9% |
| 5Y | +237.1% | -48.0% | +285.1% | +276.4% |
| 10Y | +554.7% | +173.1% | +381.5% | +306.4% |
| All | +554.7% | +170.9% | +383.8% | +306.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling