+137.9%
APO vs PEGA
-46.5%
+184.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.4% |
| 7D | -1.0% | +3.3% | -4.3% | -1.8% |
| 30D | +3.5% | +17.7% | -14.3% | -0.9% |
| 3M | +4.5% | +5.8% | -1.3% | +2.0% |
| 6M | +22.8% | -20.3% | +43.0% | +28.4% |
| YTD | -6.5% | -37.1% | +30.6% | +3.3% |
| 1Y | +0.8% | -30.2% | +31.0% | +7.6% |
| 3Y | +62.0% | +48.1% | +13.9% | +34.9% |
| All | +137.9% | -46.5% | +184.4% | +208.3% |
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