-70.7%
AIG vs PEGA
+1,154.6%
-1,225.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -1.4% |
| 7D | -1.6% | -2.4% | +0.8% | -1.3% |
| 30D | -5.2% | +9.6% | -14.8% | -6.5% |
| 3M | +1.5% | +2.3% | -0.9% | +0.6% |
| 6M | -3.9% | -23.9% | +20.0% | -1.2% |
| YTD | -11.6% | -39.8% | +28.2% | -6.7% |
| 1Y | -2.9% | -37.4% | +34.5% | +1.5% |
| 3Y | +33.7% | +53.1% | -19.4% | +19.0% |
| 5Y | +52.7% | -47.2% | +99.9% | +52.6% |
| 10Y | +62.6% | +174.3% | -111.7% | +29.5% |
| All | -70.7% | +1,154.6% | -1,225.3% | -83.6% |
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 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