+883.4%
APH vs PEGA
+101.4%
+782.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.5% | +7.6% | +5.0% |
| 7D | -5.9% | -4.5% | -1.4% | -4.9% |
| 30D | -14.8% | -5.7% | -9.1% | -13.9% |
| 3M | -12.4% | +2.6% | -15.0% | -14.0% |
| 6M | +8.1% | -10.6% | +18.7% | +8.6% |
| YTD | +10.9% | -45.5% | +56.4% | +25.3% |
| 1Y | +8.8% | -44.8% | +53.6% | +22.4% |
| 3Y | +262.1% | +45.5% | +216.5% | +186.9% |
| 5Y | +283.1% | -45.3% | +328.4% | +303.4% |
| All | +883.4% | +101.4% | +782.0% | +575.7% |
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