+2,338.2%
APD vs PEGA
+1,035.4%
+1,302.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -1.2% |
| 7D | -3.7% | -4.5% | +0.8% | -3.3% |
| 30D | +9.6% | -5.7% | +15.3% | +10.1% |
| 3M | +1.6% | +2.6% | -0.9% | +1.2% |
| 6M | +2.2% | -10.6% | +12.8% | +2.5% |
| YTD | +25.9% | -45.5% | +71.4% | +30.9% |
| 1Y | +20.1% | -44.8% | +64.9% | +24.7% |
| 3Y | +12.4% | +45.5% | -33.1% | +5.1% |
| 5Y | +11.1% | -45.3% | +56.4% | +10.5% |
| 10Y | +190.1% | +102.4% | +87.8% | +159.2% |
| All | +2,338.2% | +1,035.4% | +1,302.8% | +1,636.3% |
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 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