+216.8%
AGI vs PEGA
+49.1%
+167.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.5% |
| 7D | +2.2% | -6.1% | +8.4% | +2.7% |
| 30D | +11.3% | +6.4% | +4.9% | +10.7% |
| 3M | +5.6% | +2.9% | +2.7% | +5.2% |
| 6M | -27.7% | -23.8% | -3.8% | -26.3% |
| YTD | -4.1% | -41.1% | +37.0% | -1.0% |
| 1Y | +13.8% | -38.2% | +52.0% | +17.1% |
| All | +216.8% | +49.1% | +167.7% | +195.2% |
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 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