+3,219.4%
ALM vs PEGA
+175.4%
+3,044.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -4.2% | +13.0% | +9.1% |
| 7D | +8.4% | -2.4% | +10.8% | +8.6% |
| 30D | +34.8% | +9.6% | +25.2% | +33.7% |
| 3M | +16.2% | +2.3% | +13.9% | +15.6% |
| 6M | +2.1% | -23.9% | +26.0% | +4.2% |
| YTD | +117.0% | -39.8% | +156.8% | +125.5% |
| 1Y | +313.9% | -37.4% | +351.3% | +327.7% |
| 3Y | +2,327.9% | +53.1% | +2,274.8% | +2,192.4% |
| 5Y | +1,040.6% | -47.2% | +1,087.9% | +1,075.7% |
| 10Y | +3,219.4% | +174.3% | +3,045.1% | +3,052.8% |
| All | +3,219.4% | +175.4% | +3,044.1% | +3,052.8% |
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 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