+76.5%
APO vs PEGA
-47.0%
+123.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.9% | +8.6% | +5.6% |
| 7D | +2.3% | -10.0% | +12.3% | +4.9% |
| 30D | +3.0% | -12.7% | +15.7% | +6.3% |
| 3M | -3.7% | -4.6% | +0.9% | -3.1% |
| 6M | -7.5% | -13.1% | +5.6% | -5.7% |
| YTD | -14.5% | -47.6% | +33.1% | -1.8% |
| 1Y | -6.2% | -47.0% | +40.9% | +7.5% |
| 3Y | +51.9% | +42.0% | +9.9% | +27.5% |
| 5Y | +76.5% | -47.8% | +124.3% | +96.7% |
| All | +76.5% | -47.0% | +123.5% | +96.7% |
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 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