+2,397.4%
APD vs PEGA
+1,005.9%
+1,391.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | -0.2% | -8.2% | +8.0% | +0.5% |
| 30D | +11.0% | -11.6% | +22.6% | +12.1% |
| 3M | +1.3% | -4.2% | +5.5% | +1.5% |
| 6M | +6.4% | -12.0% | +18.3% | +6.9% |
| YTD | +28.9% | -46.9% | +75.8% | +34.3% |
| 1Y | +23.2% | -47.0% | +70.2% | +28.3% |
| 3Y | +26.3% | +40.9% | -14.5% | +18.5% |
| 5Y | +12.0% | -45.4% | +57.4% | +11.4% |
| 10Y | +183.2% | +95.9% | +87.2% | +153.6% |
| All | +2,397.4% | +1,005.9% | +1,391.5% | +1,682.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling