+1,059.7%
APH vs PEGA
+191.4%
+868.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.1% |
| 7D | +5.0% | +3.3% | +1.7% | +4.1% |
| 30D | -3.9% | +17.7% | -21.6% | -8.1% |
| 3M | +13.0% | +5.8% | +7.2% | +9.8% |
| 6M | +25.2% | -20.3% | +45.4% | +30.2% |
| YTD | +22.9% | -37.1% | +60.1% | +34.8% |
| 1Y | +47.8% | -30.2% | +78.0% | +56.5% |
| 3Y | +283.0% | +48.1% | +234.9% | +207.3% |
| 5Y | +349.7% | -46.8% | +396.5% | +389.6% |
| All | +1,059.7% | +191.4% | +868.3% | +628.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling