+405.3%
ALM vs PEGA
-44.5%
+449.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.2% | +6.5% | +7.7% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | -19.3% | -4.1% | -15.2% | -19.2% |
| 3M | -40.6% | -2.8% | -37.8% | -40.7% |
| 6M | -57.9% | -0.4% | -57.5% | -58.2% |
| YTD | -6.7% | -45.4% | +38.7% | -3.0% |
| 1Y | +20.2% | -42.6% | +62.8% | +24.4% |
| 3Y | +879.4% | +45.4% | +834.0% | +856.8% |
| All | +405.3% | -44.5% | +449.8% | +391.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling