+27.2%
APA vs PEGA
+43.4%
-16.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.5% | +6.1% | +3.0% |
| 7D | -15.5% | -4.5% | -11.0% | -15.2% |
| 30D | +2.4% | -5.7% | +8.1% | +2.8% |
| 3M | +22.8% | +2.6% | +20.2% | +22.2% |
| 6M | +17.9% | -10.6% | +28.5% | +18.7% |
| YTD | +87.7% | -45.5% | +133.2% | +99.8% |
| 1Y | +94.2% | -44.8% | +139.0% | +105.9% |
| 3Y | +27.2% | +45.5% | -18.3% | +7.0% |
| All | +27.2% | +43.4% | -16.2% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling