+3,251.9%
AEIS vs PEGA
+1,005.9%
+2,246.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.8% |
| 7D | -6.9% | -8.2% | +1.3% | -5.4% |
| 30D | -23.2% | -11.6% | -11.6% | -21.6% |
| 3M | -29.5% | -4.2% | -25.3% | -29.7% |
| 6M | -37.9% | -12.0% | -25.9% | -38.1% |
| YTD | +6.0% | -46.9% | +52.9% | +15.0% |
| 1Y | +1.2% | -47.0% | +48.2% | +9.9% |
| 3Y | +150.0% | +40.9% | +109.1% | +112.2% |
| 5Y | +141.9% | -45.4% | +187.2% | +140.4% |
| 10Y | +356.2% | +95.9% | +260.2% | +263.1% |
| All | +3,251.9% | +1,005.9% | +2,246.0% | +1,480.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling