+294.0%
AFL vs PEGA
+175.1%
+118.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.1% |
| 7D | -2.1% | -6.1% | +4.0% | -1.2% |
| 30D | -5.4% | +6.4% | -11.8% | -6.4% |
| 3M | -0.3% | +2.9% | -3.2% | -1.3% |
| 6M | +5.2% | -23.8% | +29.0% | +8.5% |
| YTD | +5.7% | -41.1% | +46.7% | +12.7% |
| 1Y | +10.2% | -38.2% | +48.4% | +16.0% |
| 3Y | +63.4% | +49.8% | +13.6% | +39.1% |
| 5Y | +133.0% | -48.0% | +181.0% | +152.4% |
| All | +294.0% | +175.1% | +118.8% | +181.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling