+28.6%
APD vs PEGA
+41.6%
-13.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.0% |
| 7D | -1.2% | -8.6% | +7.5% | -0.8% |
| 30D | +11.0% | -10.1% | +21.1% | +11.5% |
| 3M | +2.6% | -4.7% | +7.3% | +2.7% |
| 6M | +4.8% | -8.0% | +12.8% | +5.0% |
| YTD | +31.0% | -47.1% | +78.1% | +36.2% |
| 1Y | +23.4% | -47.5% | +70.9% | +28.3% |
| All | +28.6% | +41.6% | -13.1% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling