+342.5%
AFL vs PEGA
+97.3%
+245.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.7% |
| 7D | +2.9% | +0.1% | +2.8% | +2.8% |
| 30D | +8.0% | -4.1% | +12.1% | +8.5% |
| 3M | +5.9% | -2.8% | +8.7% | +6.0% |
| 6M | +11.6% | -0.4% | +12.1% | +10.6% |
| YTD | +17.5% | -45.4% | +62.9% | +26.6% |
| 1Y | +13.3% | -42.6% | +55.9% | +20.8% |
| 3Y | +67.0% | +45.4% | +21.6% | +41.9% |
| 5Y | +150.6% | -44.6% | +195.2% | +163.2% |
| All | +342.5% | +97.3% | +245.1% | +231.0% |
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 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