+25.2%
APH vs PEGA
-16.7%
+41.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-03-04 to 2026-09-04.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +0.8% |
| 7D | +5.0% | +3.3% | +1.7% | +5.2% |
| 30D | -3.9% | +17.7% | -21.6% | -2.6% |
| 3M | +13.0% | +5.8% | +7.2% | +17.1% |
| 6M | +25.2% | -20.3% | +45.4% | +31.4% |
| All | +25.2% | -16.7% | +41.8% | +31.4% |
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 2026-03-04 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…
2026-03-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling