+1,348.8%
AEM vs PEGA
+1,023.8%
+325.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.1% | -6.1% | -4.1% |
| 7D | -5.6% | -4.6% | -1.1% | -5.5% |
| 30D | -3.9% | -6.8% | +2.9% | -3.7% |
| 3M | -3.4% | +2.6% | -6.0% | -3.6% |
| 6M | -9.0% | -5.4% | -3.7% | -9.1% |
| YTD | +5.9% | -46.0% | +52.0% | +7.5% |
| 1Y | +4.0% | -45.6% | +49.6% | +5.5% |
| 3Y | +298.8% | +43.2% | +255.6% | +290.0% |
| 5Y | +250.7% | -45.3% | +296.0% | +249.1% |
| 10Y | +405.9% | +88.9% | +317.1% | +384.7% |
| All | +1,348.8% | +1,023.8% | +325.0% | +1,250.1% |
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 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