+951.3%
APH vs PEGA
+99.2%
+852.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -3.9% | +12.1% | +9.2% |
| 7D | +1.1% | -10.0% | +11.1% | +3.6% |
| 30D | -7.5% | -12.7% | +5.2% | -4.8% |
| 3M | -4.4% | -4.6% | +0.1% | -4.5% |
| 6M | +26.5% | -13.1% | +39.6% | +27.8% |
| YTD | +20.0% | -47.6% | +67.6% | +36.8% |
| 1Y | +16.9% | -47.0% | +63.9% | +32.7% |
| 3Y | +288.5% | +42.0% | +246.5% | +209.1% |
| 5Y | +310.3% | -47.8% | +358.1% | +337.2% |
| 10Y | +951.3% | +92.0% | +859.3% | +629.4% |
| All | +951.3% | +99.2% | +852.1% | +629.4% |
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 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