+35.1%
APD vs PEGA
-44.4%
+79.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +3.8% | -2.9% | +6.7% | +3.6% |
| 30D | +14.1% | -0.5% | +14.6% | +14.1% |
| 3M | +8.2% | +8.5% | -0.3% | +9.1% |
| 6M | +7.5% | -6.3% | +13.8% | +7.1% |
| YTD | +31.7% | -42.2% | +73.8% | +29.2% |
| 1Y | +35.1% | -43.4% | +78.5% | +34.3% |
| All | +35.1% | -44.4% | +79.5% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling