+944.2%
APH vs PEGA
+91.0%
+853.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +0.4% | -8.6% | +9.0% | +2.5% |
| 30D | -8.0% | -10.1% | +2.1% | -6.0% |
| 3M | -5.0% | -4.7% | -0.3% | -5.0% |
| 6M | +29.9% | -8.0% | +37.9% | +29.2% |
| YTD | +18.0% | -47.1% | +65.1% | +34.1% |
| 1Y | +11.3% | -47.5% | +58.8% | +26.8% |
| 3Y | +274.9% | +40.2% | +234.7% | +199.5% |
| 5Y | +300.6% | -45.7% | +346.3% | +320.8% |
| All | +944.2% | +91.0% | +853.2% | +619.1% |
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