-19.1%
AJG vs PEGA
-36.0%
+16.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -7.7% |
| 3M | +9.1% | +10.8% | -1.8% | +6.5% |
| 6M | +15.2% | -16.5% | +31.7% | +15.1% |
| YTD | -6.3% | -39.0% | +32.7% | -4.1% |
| 1Y | -19.1% | -37.3% | +18.2% | -17.9% |
| All | -19.1% | -36.0% | +16.9% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling