+191.9%
ALLY vs PEGA
+191.4%
+0.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | +3.7% | +3.3% | +0.4% | +2.6% |
| 30D | -2.3% | +17.7% | -20.0% | -7.5% |
| 3M | +3.8% | +5.8% | -2.0% | +0.5% |
| 6M | +9.7% | -20.3% | +30.0% | +15.5% |
| YTD | -1.4% | -37.1% | +35.7% | +10.9% |
| 1Y | +8.2% | -30.2% | +38.4% | +16.4% |
| 3Y | +66.5% | +48.1% | +18.4% | +25.9% |
| 5Y | +1.2% | -46.8% | +48.0% | +8.2% |
| All | +191.9% | +191.4% | +0.4% | +72.6% |
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 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