+313.9%
ALM vs PEGA
-35.6%
+349.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -4.2% | +13.0% | +8.8% |
| 7D | +8.4% | -2.4% | +10.8% | +8.4% |
| 30D | +34.8% | +9.6% | +25.2% | +34.6% |
| 3M | +16.2% | +2.3% | +13.9% | +18.1% |
| 6M | +2.1% | -23.9% | +26.0% | +8.8% |
| YTD | +117.0% | -39.8% | +156.8% | +146.6% |
| 1Y | +313.9% | -37.4% | +351.3% | +365.4% |
| All | +313.9% | -35.6% | +349.4% | +365.4% |
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