+27.9%
APD vs PEGA
-46.5%
+74.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -2.2% | +3.3% | -5.5% | -2.5% |
| 30D | +2.1% | +17.7% | -15.7% | +0.7% |
| 3M | +7.2% | +5.8% | +1.4% | +6.4% |
| 6M | +11.2% | -20.3% | +31.5% | +12.9% |
| YTD | +24.4% | -37.1% | +61.5% | +29.0% |
| 1Y | +6.7% | -30.2% | +36.9% | +9.0% |
| 3Y | +9.2% | +48.1% | -38.9% | -0.9% |
| All | +27.9% | -46.5% | +74.4% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling