+65.6%
AEP vs PEGA
-47.9%
+113.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.9% | +0.8% |
| 7D | +2.0% | -2.4% | +4.4% | +2.0% |
| 30D | +0.5% | +9.6% | -9.1% | +0.3% |
| 3M | -0.3% | +2.3% | -2.6% | -0.4% |
| 6M | -3.5% | -23.9% | +20.4% | -2.8% |
| YTD | +11.3% | -39.8% | +51.0% | +12.6% |
| 1Y | +20.2% | -37.4% | +57.6% | +21.4% |
| 3Y | +79.8% | +53.1% | +26.6% | +70.8% |
| 5Y | +65.6% | -47.2% | +112.8% | +51.8% |
| All | +65.6% | -47.9% | +113.5% | +51.8% |
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