-2.6%
AGG vs PEGA
-45.0%
+42.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | -0.1% |
| 7D | -1.1% | -3.0% | +1.9% | -1.0% |
| 30D | -1.1% | +15.9% | -17.0% | -1.4% |
| 3M | -1.9% | +10.8% | -12.8% | -2.2% |
| 6M | -1.7% | -16.5% | +14.8% | -1.5% |
| YTD | -1.3% | -39.0% | +37.7% | -0.6% |
| 1Y | -0.7% | -37.3% | +36.5% | -0.1% |
| 3Y | +12.5% | +59.2% | -46.7% | +9.9% |
| All | -2.6% | -45.0% | +42.4% | -5.1% |
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 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