+29.8%
AEM vs PEGA
-37.1%
+67.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.0% | -4.9% | -3.0% |
| 7D | -5.0% | -5.3% | +0.3% | -4.8% |
| 30D | +8.5% | +8.3% | +0.2% | +8.1% |
| 3M | +29.3% | +8.9% | +20.3% | +29.0% |
| 6M | -12.9% | -19.7% | +6.8% | -10.9% |
| YTD | +16.8% | -39.9% | +56.7% | +22.0% |
| 1Y | +29.8% | -36.4% | +66.2% | +36.1% |
| All | +29.8% | -37.1% | +67.0% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling