+28,016.3%
APH vs PEGA
+1,209.2%
+26,807.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.5% | -49.3% | -48.0% |
| 7D | -48.7% | +4.1% | -52.8% | -49.0% |
| 30D | -51.9% | +17.7% | -69.7% | -53.0% |
| 3M | -43.6% | +5.8% | -49.4% | -44.4% |
| 6M | -37.5% | -20.3% | -17.3% | -36.5% |
| YTD | -38.6% | -37.1% | -1.5% | -36.2% |
| 1Y | -26.3% | -30.2% | +3.9% | -24.5% |
| 3Y | +89.2% | +48.1% | +41.1% | +73.8% |
| 5Y | +119.8% | -46.8% | +166.6% | +121.5% |
| 10Y | +454.3% | +191.3% | +262.9% | +365.6% |
| All | +28,016.3% | +1,209.2% | +26,807.1% | +17,456.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling