+241.7%
AEIS vs PEGA
-47.9%
+289.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.2% | +7.0% | +3.5% |
| 7D | +8.1% | -2.4% | +10.5% | +8.5% |
| 30D | -11.1% | +9.6% | -20.8% | -12.9% |
| 3M | -5.6% | +2.3% | -8.0% | -7.2% |
| 6M | -0.6% | -23.9% | +23.2% | +3.5% |
| YTD | +38.0% | -39.8% | +77.8% | +50.5% |
| 1Y | +87.2% | -37.4% | +124.6% | +100.9% |
| 3Y | +179.7% | +53.1% | +126.5% | +120.2% |
| 5Y | +241.7% | -47.2% | +289.0% | +277.2% |
| All | +241.7% | -47.9% | +289.7% | +277.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling