+154.8%
APA vs PEGA
-46.5%
+201.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.1% |
| 7D | +0.5% | +3.3% | -2.7% | +0.1% |
| 30D | +23.4% | +17.7% | +5.6% | +20.5% |
| 3M | +12.7% | +5.8% | +6.9% | +11.3% |
| 6M | +39.4% | -20.3% | +59.7% | +43.0% |
| YTD | +79.0% | -37.1% | +116.1% | +89.5% |
| 1Y | +88.8% | -30.2% | +119.0% | +95.1% |
| 3Y | +6.4% | +48.1% | -41.8% | -9.0% |
| All | +154.8% | -46.5% | +201.3% | +265.0% |
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 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