-26.3%
APH vs PEGA
-30.0%
+3.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.5% | -49.3% | -47.8% |
| 7D | -48.7% | +4.1% | -52.8% | -48.7% |
| 30D | -51.9% | +17.7% | -69.7% | -52.2% |
| 3M | -43.6% | +5.8% | -49.4% | -43.0% |
| 6M | -37.5% | -20.3% | -17.3% | -34.9% |
| YTD | -38.6% | -37.1% | -1.5% | -34.5% |
| 1Y | -26.3% | -30.2% | +3.9% | -21.5% |
| All | -26.3% | -30.0% | +3.7% | -21.5% |
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