+459.5%
AJG vs PEGA
+184.6%
+274.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.5% |
| 7D | -8.3% | -3.0% | -5.3% | -7.8% |
| 30D | -5.7% | +15.9% | -21.6% | -8.1% |
| 3M | +9.1% | +10.8% | -1.8% | +6.7% |
| 6M | +15.2% | -16.5% | +31.7% | +17.6% |
| YTD | -6.3% | -39.0% | +32.7% | +0.1% |
| 1Y | -19.1% | -37.3% | +18.2% | -14.4% |
| 3Y | +8.2% | +59.2% | -50.9% | -9.1% |
| 5Y | +75.6% | -44.9% | +120.5% | +88.1% |
| All | +459.5% | +184.6% | +274.9% | +293.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling