+353.2%
AEIS vs PEGA
+94.9%
+258.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.9% |
| 7D | +23.2% | -4.6% | +27.8% | +24.7% |
| 30D | -17.0% | -6.8% | -10.2% | -15.7% |
| 3M | -32.2% | +2.6% | -34.7% | -34.1% |
| 6M | -32.6% | -5.4% | -27.2% | -34.8% |
| YTD | +9.4% | -46.0% | +55.4% | +26.7% |
| 1Y | +7.7% | -45.6% | +53.3% | +24.3% |
| 3Y | +157.9% | +43.2% | +114.8% | +69.5% |
| 5Y | +154.8% | -45.3% | +200.0% | +166.5% |
| All | +353.2% | +94.9% | +258.3% | +137.2% |
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 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