+1,078.0%
AEP vs PEGA
+1,023.8%
+54.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.3% |
| 7D | +2.5% | -4.6% | +7.0% | +2.7% |
| 30D | +3.4% | -6.8% | +10.2% | +3.6% |
| 3M | +4.2% | +2.6% | +1.6% | +4.0% |
| 6M | -0.8% | -5.4% | +4.6% | -0.9% |
| YTD | +15.2% | -46.0% | +61.3% | +17.6% |
| 1Y | +8.3% | -45.6% | +53.9% | +10.5% |
| 3Y | +84.2% | +43.2% | +41.0% | +77.6% |
| 5Y | +87.8% | -45.3% | +133.1% | +86.7% |
| 10Y | +204.4% | +88.9% | +115.6% | +184.7% |
| All | +1,078.0% | +1,023.8% | +54.2% | +856.0% |
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 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