+335.2%
AEIS vs PEGA
+97.3%
+237.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.2% | -4.4% |
| 7D | +11.5% | +0.1% | +11.4% | +11.3% |
| 30D | -15.8% | -4.1% | -11.6% | -15.3% |
| 3M | -33.3% | -2.8% | -30.5% | -33.9% |
| 6M | -35.2% | -0.4% | -34.7% | -38.4% |
| YTD | +5.0% | -45.4% | +50.4% | +21.1% |
| 1Y | +8.5% | -42.6% | +51.1% | +22.5% |
| 3Y | +152.9% | +45.4% | +107.5% | +65.2% |
| 5Y | +144.6% | -44.6% | +189.2% | +154.9% |
| All | +335.2% | +97.3% | +237.9% | +126.8% |
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