+948.2%
ALM vs PEGA
-46.5%
+994.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.6% | -1.5% |
| 7D | -2.6% | +3.3% | -5.9% | -2.8% |
| 30D | +32.0% | +17.7% | +14.3% | +30.6% |
| 3M | -15.0% | +5.8% | -20.8% | -15.4% |
| 6M | -10.1% | -20.3% | +10.1% | -8.6% |
| YTD | +99.4% | -37.1% | +136.6% | +106.0% |
| 1Y | +316.4% | -30.2% | +346.6% | +326.3% |
| 3Y | +2,022.0% | +48.1% | +1,973.9% | +1,970.8% |
| All | +948.2% | -46.5% | +994.6% | +923.9% |
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 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