+176.7%
ALLY vs PEGA
+94.5%
+82.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -2.8% | -8.6% | +5.9% | 0.0% |
| 30D | +1.9% | -10.1% | +12.0% | +5.1% |
| 3M | -12.1% | -4.7% | -7.4% | -11.5% |
| 6M | -9.0% | -8.0% | -1.0% | -8.6% |
| YTD | -12.9% | -47.1% | +34.2% | +3.1% |
| 1Y | -0.1% | -47.5% | +47.4% | +18.3% |
| 3Y | +64.6% | +40.2% | +24.3% | +24.5% |
| 5Y | -10.1% | -45.7% | +35.7% | -6.8% |
| 10Y | +176.7% | +85.1% | +91.6% | +89.7% |
| All | +176.7% | +94.5% | +82.2% | +89.7% |
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