+348.2%
AEM vs PEGA
+48.1%
+300.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -1.2% |
| 7D | +4.3% | -2.4% | +6.7% | +4.4% |
| 30D | +13.1% | +9.6% | +3.5% | +12.7% |
| 3M | +24.8% | +2.3% | +22.5% | +24.7% |
| 6M | -8.2% | -23.9% | +15.7% | -7.1% |
| YTD | +19.8% | -39.8% | +59.6% | +22.3% |
| 1Y | +32.1% | -37.4% | +69.5% | +34.5% |
| 3Y | +348.2% | +53.1% | +295.0% | +320.0% |
| All | +348.2% | +48.1% | +300.1% | +320.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling