-55.4%
APP vs PEGA
-44.4%
-10.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | 0.0% | +10.7% | +10.7% |
| 7D | +4.5% | -2.9% | +7.4% | +6.0% |
| 30D | -3.6% | -0.5% | -3.1% | -3.6% |
| 3M | -35.3% | +8.5% | -43.8% | -38.1% |
| 6M | -42.8% | -6.3% | -36.5% | -41.6% |
| YTD | -59.7% | -42.2% | -17.5% | -44.0% |
| 1Y | -55.4% | -43.4% | -11.9% | -36.4% |
| All | -55.4% | -44.4% | -10.9% | -36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling