+159.2%
AEIS vs PEGA
+37.6%
+121.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -3.9% | +15.2% | +11.5% |
| 7D | +1.0% | -10.0% | +10.9% | +1.6% |
| 30D | -24.0% | -12.7% | -11.3% | -23.5% |
| 3M | -32.5% | -4.6% | -27.9% | -32.7% |
| 6M | -38.6% | -13.1% | -25.5% | -38.2% |
| YTD | +4.8% | -47.6% | +52.4% | +14.3% |
| 1Y | +1.3% | -47.0% | +48.4% | +10.2% |
| 3Y | +159.2% | +42.0% | +117.2% | +101.8% |
| All | +159.2% | +37.6% | +121.6% | +101.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling