+187.8%
APD vs PEGA
+99.2%
+88.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.9% | +6.0% | +2.6% |
| 7D | -1.6% | -10.0% | +8.4% | 0.0% |
| 30D | +10.6% | -12.7% | +23.3% | +12.8% |
| 3M | +2.5% | -4.6% | +7.1% | +2.8% |
| 6M | +6.0% | -13.1% | +19.1% | +7.1% |
| YTD | +28.4% | -47.6% | +76.0% | +39.9% |
| 1Y | +22.2% | -47.0% | +69.2% | +32.5% |
| 3Y | +26.6% | +42.0% | -15.4% | +5.9% |
| 5Y | +11.8% | -47.8% | +59.6% | +17.2% |
| 10Y | +187.8% | +92.0% | +95.8% | +122.6% |
| All | +187.8% | +99.2% | +88.6% | +122.6% |
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