+346.7%
AEM vs PEGA
+180.6%
+166.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.0% | -4.9% | -3.0% |
| 7D | -5.0% | -5.3% | +0.3% | -4.7% |
| 30D | +8.5% | +8.3% | +0.2% | +7.9% |
| 3M | +29.3% | +8.9% | +20.3% | +28.3% |
| 6M | -12.9% | -19.7% | +6.8% | -12.0% |
| YTD | +16.8% | -39.9% | +56.7% | +19.8% |
| 1Y | +29.8% | -36.4% | +66.2% | +32.6% |
| 3Y | +336.7% | +52.8% | +283.9% | +312.2% |
| 5Y | +299.9% | -45.7% | +345.6% | +287.9% |
| All | +346.7% | +180.6% | +166.1% | +219.6% |
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 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