-0.9%
APA vs PEGA
+99.2%
-100.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +0.8% |
| 7D | -8.7% | -10.0% | +1.2% | -6.4% |
| 30D | -2.4% | -12.7% | +10.3% | +0.6% |
| 3M | +19.0% | -4.6% | +23.6% | +19.6% |
| 6M | +26.8% | -13.1% | +39.9% | +28.9% |
| YTD | +87.3% | -47.6% | +134.9% | +113.7% |
| 1Y | +92.3% | -47.0% | +139.3% | +118.0% |
| 3Y | +37.3% | +42.0% | -4.8% | +3.4% |
| 5Y | +73.2% | -47.8% | +121.0% | +87.5% |
| 10Y | -0.9% | +92.0% | -92.8% | -33.4% |
| All | -0.9% | +99.2% | -100.0% | -33.4% |
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 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