+67.9%
AG vs PEGA
-47.9%
+115.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.1% | -0.3% |
| 7D | +4.5% | -2.4% | +6.9% | +5.0% |
| 30D | +12.9% | +9.6% | +3.2% | +10.9% |
| 3M | +20.9% | +2.3% | +18.6% | +19.6% |
| 6M | -19.5% | -23.9% | +4.4% | -16.1% |
| YTD | +24.8% | -39.8% | +64.6% | +35.3% |
| 1Y | +120.2% | -37.4% | +157.6% | +136.5% |
| 3Y | +279.0% | +53.1% | +225.9% | +223.4% |
| 5Y | +67.9% | -47.2% | +115.2% | +79.5% |
| All | +67.9% | -47.9% | +115.9% | +79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling