+61.8%
AFL vs PEGA
+49.1%
+12.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.3% |
| 7D | -2.1% | -6.1% | +4.0% | -1.9% |
| 30D | -5.4% | +6.4% | -11.8% | -5.7% |
| 3M | -0.3% | +2.9% | -3.2% | -0.6% |
| 6M | +5.2% | -23.8% | +29.0% | +6.2% |
| YTD | +5.7% | -41.1% | +46.7% | +8.1% |
| 1Y | +10.2% | -38.2% | +48.4% | +12.3% |
| All | +61.8% | +49.1% | +12.7% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling