+1,804.4%
APO vs PEGA
+337.0%
+1,467.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.3% |
| 7D | -1.0% | +3.3% | -4.3% | -1.9% |
| 30D | +3.5% | +17.7% | -14.3% | -1.3% |
| 3M | +4.5% | +5.8% | -1.3% | +1.6% |
| 6M | +22.8% | -20.3% | +43.0% | +28.6% |
| YTD | -6.5% | -37.1% | +30.6% | +3.8% |
| 1Y | +0.8% | -30.2% | +31.0% | +7.9% |
| 3Y | +62.0% | +48.1% | +13.9% | +31.7% |
| 5Y | +138.2% | -46.8% | +185.0% | +149.1% |
| 10Y | +940.3% | +191.3% | +749.0% | +618.9% |
| All | +1,804.4% | +337.0% | +1,467.4% | +1,073.2% |
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