+3.0%
ALLY vs PEGA
-46.5%
+49.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | +3.7% | +3.3% | +0.4% | +2.8% |
| 30D | -2.3% | +17.7% | -20.0% | -6.4% |
| 3M | +3.8% | +5.8% | -2.0% | +1.3% |
| 6M | +9.7% | -20.3% | +30.0% | +14.6% |
| YTD | -1.4% | -37.1% | +35.7% | +8.7% |
| 1Y | +8.2% | -30.2% | +38.4% | +15.2% |
| 3Y | +66.5% | +48.1% | +18.4% | +34.1% |
| All | +3.0% | -46.5% | +49.5% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling