+247.7%
APH vs PEGA
+48.6%
+199.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.3% | -7.0% | -9.0% |
| 7D | -12.7% | -1.6% | -11.1% | -12.5% |
| 30D | -19.2% | -3.0% | -16.2% | -19.0% |
| 3M | -16.7% | +5.8% | -22.5% | -18.0% |
| 6M | +5.1% | -8.8% | +14.0% | +5.7% |
| YTD | +6.6% | -43.5% | +50.1% | +16.4% |
| 1Y | +3.9% | -43.4% | +47.3% | +13.4% |
| All | +247.7% | +48.6% | +199.1% | +211.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling