+355.9%
APH vs PEGA
-46.5%
+402.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-04 to 2026-09-04.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.0% |
| 7D | +5.0% | +3.3% | +1.7% | +4.3% |
| 30D | -3.9% | +17.7% | -21.6% | -7.0% |
| 3M | +13.0% | +5.8% | +7.2% | +10.8% |
| 6M | +25.2% | -20.3% | +45.4% | +29.4% |
| YTD | +22.9% | -37.1% | +60.1% | +32.4% |
| 1Y | +47.8% | -30.2% | +78.0% | +55.0% |
| 3Y | +283.0% | +48.1% | +234.9% | +230.3% |
| All | +355.9% | -46.5% | +402.4% | +407.9% |
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 2021-09-04 to 2026-09-04: 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…
2021-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling