+334.3%
AGI vs PEGA
+180.6%
+153.8%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.0% | -5.3% | -3.4% |
| 7D | -5.3% | -5.3% | 0.0% | -4.9% |
| 30D | +6.8% | +8.3% | -1.5% | +6.1% |
| 3M | +8.3% | +8.9% | -0.6% | +7.4% |
| 6M | -29.2% | -19.7% | -9.5% | -28.4% |
| YTD | -7.3% | -39.9% | +32.6% | -4.7% |
| 1Y | +8.0% | -36.4% | +44.4% | +10.5% |
| 3Y | +206.6% | +52.8% | +153.8% | +192.0% |
| 5Y | +398.1% | -45.7% | +443.8% | +381.7% |
| All | +334.3% | +180.6% | +153.8% | +239.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling