+65.2%
ALLY vs PEGA
+46.3%
+18.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +5.2% | -4.1% | +9.4% | +5.9% |
| 3M | -13.3% | -2.8% | -10.5% | -13.1% |
| 6M | -6.7% | -0.4% | -6.2% | -7.7% |
| YTD | -12.8% | -45.4% | +32.6% | -3.1% |
| 1Y | +0.7% | -42.6% | +43.3% | +10.6% |
| 3Y | +65.2% | +45.4% | +19.8% | +37.2% |
| All | +65.2% | +46.3% | +18.9% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling