+164.3%
APD vs PEGA
+191.9%
-27.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -2.2% | +3.3% | -5.5% | -2.7% |
| 30D | +2.1% | +17.7% | -15.7% | -0.6% |
| 3M | +7.2% | +5.8% | +1.4% | +5.6% |
| 6M | +11.2% | -20.3% | +31.5% | +14.1% |
| YTD | +24.4% | -37.1% | +61.5% | +32.0% |
| 1Y | +6.7% | -30.2% | +36.9% | +10.4% |
| 3Y | +9.2% | +48.1% | -38.9% | -7.9% |
| 5Y | +27.4% | -46.8% | +74.2% | +36.2% |
| All | +164.3% | +191.9% | -27.6% | +94.1% |
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