+100.2%
ALLY vs PEGA
+210.2%
-109.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.7% |
| 7D | -1.1% | -1.6% | +0.4% | -0.7% |
| 30D | +4.2% | -3.0% | +7.1% | +4.9% |
| 3M | -12.4% | +5.8% | -18.2% | -14.5% |
| 6M | -8.7% | -8.8% | +0.1% | -7.9% |
| YTD | -11.6% | -43.5% | +31.9% | +1.6% |
| 1Y | +0.2% | -43.4% | +43.6% | +14.9% |
| 3Y | +57.1% | +48.6% | +8.5% | +20.7% |
| 5Y | -6.8% | -43.3% | +36.5% | -6.5% |
| 10Y | +200.4% | +109.7% | +90.7% | +103.1% |
| All | +100.2% | +210.2% | -109.9% | +20.6% |
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