+96.8%
ALLY vs PEGA
+199.4%
-102.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -0.7% |
| 7D | +0.9% | -4.5% | +5.4% | +2.3% |
| 30D | +3.1% | -5.7% | +8.8% | +4.7% |
| 3M | -12.6% | +2.6% | -15.1% | -13.9% |
| 6M | -12.4% | -10.6% | -1.8% | -11.2% |
| YTD | -13.2% | -45.5% | +32.3% | +0.9% |
| 1Y | +1.8% | -44.8% | +46.6% | +17.6% |
| 3Y | +58.0% | +45.5% | +12.4% | +22.0% |
| 5Y | -8.4% | -45.3% | +36.9% | -7.1% |
| 10Y | +195.3% | +102.4% | +92.9% | +101.8% |
| All | +96.8% | +199.4% | -102.5% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling