+266.3%
AEM vs PEGA
-45.8%
+312.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -1.9% | -2.3% |
| 7D | +1.4% | -8.6% | +10.0% | +1.9% |
| 30D | -1.2% | -10.1% | +8.9% | -0.7% |
| 3M | +2.5% | -4.7% | +7.3% | +2.7% |
| 6M | -5.1% | -8.0% | +2.9% | -4.9% |
| YTD | +10.4% | -47.1% | +57.5% | +14.0% |
| 1Y | +11.8% | -47.5% | +59.2% | +15.4% |
| 3Y | +315.6% | +40.2% | +275.4% | +291.7% |
| 5Y | +266.3% | -45.7% | +312.0% | +223.7% |
| All | +266.3% | -45.8% | +312.1% | +223.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling