+445.6%
AG vs PEGA
+1,546.2%
-1,100.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | +1.0% | +3.3% | -2.3% | +0.3% |
| 30D | +19.2% | +17.7% | +1.4% | +15.0% |
| 3M | +6.2% | +5.8% | +0.4% | +3.9% |
| 6M | -26.7% | -20.3% | -6.4% | -24.2% |
| YTD | +26.1% | -37.1% | +63.3% | +36.5% |
| 1Y | +131.7% | -30.2% | +161.9% | +144.3% |
| 3Y | +255.3% | +48.1% | +207.2% | +201.1% |
| 5Y | +61.9% | -46.8% | +108.7% | +64.3% |
| 10Y | +72.0% | +191.3% | -119.3% | +9.1% |
| All | +445.6% | +1,546.2% | -1,100.5% | +87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling