+352.8%
AHR vs PEGA
+50.9%
+301.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | -1.5% | +3.3% | -4.7% | -1.6% |
| 30D | -1.4% | +17.7% | -19.2% | -2.0% |
| 3M | +18.6% | +5.8% | +12.8% | +18.1% |
| 6M | +6.6% | -20.3% | +26.8% | +7.3% |
| YTD | +17.5% | -37.1% | +54.6% | +19.7% |
| 1Y | +30.9% | -30.2% | +61.1% | +32.2% |
| All | +352.8% | +50.9% | +301.8% | +344.3% |
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