+127.3%
AGI vs PEGA
+46.3%
+81.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | -10.1% | +0.1% | -10.2% | -10.1% |
| 30D | -6.5% | -4.1% | -2.4% | -6.3% |
| 3M | -12.8% | -2.8% | -10.0% | -12.7% |
| 6M | -34.3% | -0.4% | -33.9% | -34.5% |
| YTD | -25.6% | -45.4% | +19.8% | -22.7% |
| 1Y | -14.2% | -42.6% | +28.4% | -11.2% |
| 3Y | +127.3% | +45.4% | +81.9% | +108.6% |
| All | +127.3% | +46.3% | +81.0% | +108.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling