+9.0%
AFL vs PEGA
-37.1%
+46.1%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.2% |
| 7D | -3.3% | -5.3% | +2.0% | -3.3% |
| 30D | -5.0% | +8.3% | -13.3% | -4.9% |
| 3M | -1.8% | +8.9% | -10.7% | -2.0% |
| 6M | +4.8% | -19.7% | +24.6% | +4.2% |
| YTD | +5.4% | -39.9% | +45.3% | +4.6% |
| 1Y | +9.0% | -36.4% | +45.4% | +8.1% |
| All | +9.0% | -37.1% | +46.1% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling