+285.2%
APH vs PEGA
-44.5%
+329.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -3.0% | -2.0% |
| 7D | +4.9% | +0.1% | +4.8% | +4.8% |
| 30D | -5.4% | -4.1% | -1.3% | -5.0% |
| 3M | -5.5% | -2.8% | -2.6% | -5.7% |
| 6M | +25.9% | -0.4% | +26.4% | +23.7% |
| YTD | +16.4% | -45.4% | +61.7% | +27.7% |
| 1Y | +16.5% | -42.6% | +59.1% | +26.4% |
| 3Y | +270.9% | +45.4% | +225.4% | +218.9% |
| All | +285.2% | -44.5% | +329.7% | +293.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling