+2,022.9%
ALM vs PEGA
+101.6%
+1,921.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.5% | +5.6% | +2.4% |
| 7D | -6.7% | -4.5% | -2.2% | -6.3% |
| 30D | -32.9% | -5.7% | -27.2% | -32.7% |
| 3M | -39.5% | +2.7% | -42.2% | -39.9% |
| 6M | -62.0% | -10.5% | -51.5% | -61.9% |
| YTD | -7.8% | -45.4% | +37.6% | -3.4% |
| 1Y | +26.7% | -44.7% | +71.4% | +32.5% |
| 3Y | +825.4% | +45.7% | +779.7% | +771.1% |
| 5Y | +401.2% | -45.3% | +446.5% | +413.9% |
| All | +2,022.9% | +101.6% | +1,921.2% | +1,972.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling