+98.1%
AGG vs PEGA
+2,007.8%
-1,909.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | -0.1% |
| 7D | +0.1% | -2.4% | +2.5% | +0.1% |
| 30D | -0.4% | +9.6% | -10.0% | -0.4% |
| 3M | -0.3% | +2.3% | -2.6% | -0.3% |
| 6M | -1.2% | -23.9% | +22.7% | -1.3% |
| YTD | -0.4% | -39.8% | +39.4% | -0.4% |
| 1Y | +0.4% | -37.4% | +37.8% | +0.3% |
| 3Y | +13.4% | +53.1% | -39.7% | +13.6% |
| 5Y | -1.4% | -47.2% | +45.8% | -2.1% |
| 10Y | +14.8% | +174.3% | -159.5% | +16.9% |
| All | +98.1% | +2,007.8% | -1,909.7% | +112.8% |
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