+66.4%
AFL vs PEGA
+41.6%
+24.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +1.4% | -8.6% | +10.1% | +1.8% |
| 30D | +9.7% | -10.1% | +19.8% | +10.1% |
| 3M | +5.5% | -4.7% | +10.3% | +5.7% |
| 6M | +11.2% | -8.0% | +19.2% | +11.3% |
| YTD | +17.1% | -47.1% | +64.2% | +20.2% |
| 1Y | +14.0% | -47.5% | +61.5% | +17.0% |
| All | +66.4% | +41.6% | +24.7% | +62.7% |
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 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