+5.8%
APD vs PEGA
-35.6%
+41.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | -1.4% |
| 7D | -2.5% | -2.4% | -0.1% | -2.6% |
| 30D | -1.9% | +9.6% | -11.5% | -1.3% |
| 3M | +8.2% | +2.3% | +5.9% | +8.4% |
| 6M | +10.7% | -23.9% | +34.6% | +9.3% |
| YTD | +22.9% | -39.8% | +62.7% | +23.2% |
| 1Y | +5.8% | -37.4% | +43.2% | +5.5% |
| All | +5.8% | -35.6% | +41.4% | +5.5% |
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