+194.9%
ALLY vs PEGA
+99.2%
+95.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.9% | +2.2% |
| 7D | -0.2% | -10.0% | +9.8% | +3.1% |
| 30D | +3.4% | -12.7% | +16.1% | +7.7% |
| 3M | -11.1% | -4.6% | -6.5% | -10.4% |
| 6M | -11.5% | -13.1% | +1.6% | -9.4% |
| YTD | -12.3% | -47.6% | +35.2% | +4.1% |
| 1Y | +1.1% | -47.0% | +48.1% | +19.3% |
| 3Y | +64.8% | +42.0% | +22.8% | +24.0% |
| 5Y | -6.9% | -47.8% | +41.0% | -1.9% |
| 10Y | +194.9% | +92.0% | +103.0% | +104.5% |
| All | +194.9% | +99.2% | +95.8% | +104.5% |
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