+316.4%
ALM vs PEGA
-30.0%
+346.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.6% | -1.5% |
| 7D | -2.6% | +3.3% | -5.9% | -2.7% |
| 30D | +32.0% | +17.7% | +14.3% | +31.3% |
| 3M | -15.0% | +5.8% | -20.8% | -13.6% |
| 6M | -10.1% | -20.3% | +10.1% | -4.1% |
| YTD | +99.4% | -37.1% | +136.6% | +129.0% |
| 1Y | +316.4% | -30.2% | +346.6% | +341.2% |
| All | +316.4% | -30.0% | +346.4% | +341.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling