+8.8%
AGI vs PEGA
-37.0%
+45.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.0% | -5.3% | -3.6% |
| 7D | -5.3% | -5.3% | 0.0% | -4.6% |
| 30D | +6.8% | +8.3% | -1.5% | +5.6% |
| 3M | +8.3% | +8.9% | -0.6% | +6.9% |
| 6M | -29.2% | -19.7% | -9.5% | -26.2% |
| YTD | -7.3% | -39.9% | +32.6% | +1.2% |
| All | +8.8% | -37.0% | +45.7% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling