+5,459.2%
AGI vs PEGA
+2,417.7%
+3,041.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -1.0% | -1.8% |
| 7D | +0.6% | +3.3% | -2.7% | +0.4% |
| 30D | +18.2% | +17.7% | +0.5% | +16.7% |
| 3M | -4.1% | +5.8% | -9.9% | -4.8% |
| 6M | -28.7% | -20.3% | -8.5% | -27.8% |
| YTD | -4.0% | -37.1% | +33.2% | -1.2% |
| 1Y | +17.4% | -30.2% | +47.6% | +19.7% |
| 3Y | +203.0% | +48.1% | +154.9% | +186.2% |
| 5Y | +376.7% | -46.8% | +423.5% | +375.0% |
| 10Y | +407.5% | +191.3% | +216.2% | +334.1% |
| All | +5,459.2% | +2,417.7% | +3,041.4% | +3,568.1% |
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