+1,063.8%
AEP vs PEGA
+991.9%
+71.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.9% | +5.3% | +1.6% |
| 7D | -1.5% | -10.0% | +8.4% | -1.1% |
| 30D | +4.5% | -12.7% | +17.2% | +5.0% |
| 3M | +2.8% | -4.6% | +7.4% | +2.9% |
| 6M | -0.7% | -13.1% | +12.4% | -0.4% |
| YTD | +13.8% | -47.6% | +61.4% | +16.4% |
| 1Y | +9.0% | -47.0% | +56.0% | +11.3% |
| 3Y | +83.0% | +42.0% | +41.0% | +76.5% |
| 5Y | +83.3% | -47.8% | +131.1% | +82.5% |
| 10Y | +194.6% | +92.0% | +102.6% | +175.3% |
| All | +1,063.8% | +991.9% | +71.9% | +845.7% |
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 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