+4,147.1%
AEIS vs PEGA
+1,209.2%
+2,937.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.6% |
| 7D | +3.0% | +3.3% | -0.3% | +2.3% |
| 30D | -14.6% | +17.7% | -32.4% | -17.7% |
| 3M | -12.4% | +5.8% | -18.2% | -15.0% |
| 6M | -15.0% | -20.3% | +5.3% | -13.3% |
| YTD | +34.3% | -37.1% | +71.4% | +42.0% |
| 1Y | +87.4% | -30.2% | +117.6% | +93.0% |
| 3Y | +139.8% | +48.1% | +91.7% | +103.3% |
| 5Y | +220.7% | -46.8% | +267.5% | +223.0% |
| 10Y | +531.6% | +191.3% | +340.3% | +368.6% |
| All | +4,147.1% | +1,209.2% | +2,937.9% | +1,851.6% |
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