+1,651.7%
APO vs PEGA
+267.5%
+1,384.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +0.2% | -8.6% | +8.8% | +2.6% |
| 30D | +3.1% | -10.1% | +13.2% | +5.9% |
| 3M | -12.0% | -4.7% | -7.2% | -11.4% |
| 6M | -5.0% | -8.0% | +3.0% | -4.6% |
| YTD | -14.0% | -47.1% | +33.1% | -0.3% |
| 1Y | -5.9% | -47.5% | +41.5% | +9.2% |
| 3Y | +51.6% | +40.2% | +11.3% | +24.5% |
| 5Y | +80.8% | -45.7% | +126.5% | +86.2% |
| 10Y | +839.9% | +85.1% | +754.9% | +616.4% |
| All | +1,651.7% | +267.5% | +1,384.1% | +1,027.0% |
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