+956.0%
APO vs PEGA
+176.8%
+779.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | 0.0% |
| 7D | +0.1% | -2.4% | +2.5% | +0.9% |
| 30D | +3.9% | +9.6% | -5.8% | +0.6% |
| 3M | +3.8% | +2.3% | +1.4% | +1.4% |
| 6M | +22.3% | -23.9% | +46.2% | +31.1% |
| YTD | -7.8% | -39.8% | +32.0% | +5.8% |
| 1Y | -0.3% | -37.4% | +37.1% | +12.0% |
| 3Y | +57.1% | +53.1% | +4.0% | +18.6% |
| 5Y | +137.0% | -47.2% | +184.2% | +166.8% |
| All | +956.0% | +176.8% | +779.1% | +598.6% |
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 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