+95.8%
AGG vs PEGA
+1,811.1%
-1,715.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.4% | -0.1% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | +0.6% | -4.1% | +4.8% | +0.6% |
| 3M | -1.6% | -2.8% | +1.2% | -1.6% |
| 6M | -1.6% | -0.4% | -1.2% | -1.6% |
| YTD | -1.5% | -45.4% | +43.9% | -1.6% |
| 1Y | -1.1% | -42.6% | +41.5% | -1.2% |
| 3Y | +13.6% | +45.4% | -31.8% | +13.8% |
| 5Y | -1.7% | -44.6% | +42.9% | -2.2% |
| 10Y | +16.1% | +91.2% | -75.0% | +17.8% |
| All | +95.8% | +1,811.1% | -1,715.3% | +110.3% |
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 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