+74.6%
AG vs PEGA
+170.9%
-96.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.2% | +2.4% |
| 7D | -0.1% | -6.1% | +6.0% | +1.0% |
| 30D | +12.5% | +6.4% | +6.1% | +11.1% |
| 3M | +28.2% | +2.9% | +25.2% | +26.5% |
| 6M | -18.8% | -23.8% | +5.0% | -15.7% |
| YTD | +27.4% | -41.1% | +68.4% | +37.9% |
| 1Y | +132.2% | -38.2% | +170.4% | +148.6% |
| 3Y | +286.9% | +49.8% | +237.0% | +236.9% |
| 5Y | +72.8% | -48.0% | +120.8% | +71.9% |
| 10Y | +74.6% | +173.1% | -98.6% | +20.3% |
| All | +74.6% | +170.9% | -96.3% | +20.3% |
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