+1,029.1%
AEP vs PEGA
+1,209.2%
-180.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | +1.8% | +3.3% | -1.5% | +1.6% |
| 30D | -0.8% | +17.7% | -18.6% | -1.5% |
| 3M | -1.8% | +5.8% | -7.6% | -2.3% |
| 6M | -5.4% | -20.3% | +14.9% | -4.7% |
| YTD | +10.4% | -37.1% | +47.6% | +12.1% |
| 1Y | +18.2% | -30.2% | +48.4% | +19.2% |
| 3Y | +79.0% | +48.1% | +30.8% | +72.4% |
| 5Y | +64.8% | -46.8% | +111.6% | +64.2% |
| 10Y | +170.8% | +191.3% | -20.5% | +148.9% |
| All | +1,029.1% | +1,209.2% | -180.1% | +811.1% |
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