+2,031.1%
ALM vs PEGA
+99.2%
+1,932.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.9% | +12.0% | +8.4% |
| 7D | +0.7% | -10.0% | +10.7% | +1.5% |
| 30D | -26.1% | -12.7% | -13.4% | -25.4% |
| 3M | -38.1% | -4.6% | -33.5% | -38.2% |
| 6M | -55.4% | -13.1% | -42.3% | -55.2% |
| YTD | -0.4% | -47.6% | +47.2% | +4.6% |
| 1Y | +25.4% | -47.0% | +72.4% | +31.5% |
| 3Y | +907.8% | +42.0% | +865.7% | +850.6% |
| 5Y | +440.2% | -47.8% | +488.0% | +455.5% |
| 10Y | +2,031.1% | +92.0% | +1,939.2% | +2,088.9% |
| All | +2,031.1% | +99.2% | +1,932.0% | +2,088.9% |
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