+12.8%
AJG vs PEGA
-24.6%
+37.4%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -2.3% |
| 7D | -7.4% | -6.1% | -1.2% | -6.0% |
| 30D | -3.0% | +6.4% | -9.4% | -4.4% |
| 3M | +12.8% | +2.9% | +9.9% | +10.4% |
| 6M | +12.8% | -23.8% | +36.7% | +19.1% |
| All | +12.8% | -24.6% | +37.4% | +19.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling