+506.6%
APP vs PEGA
-50.2%
+556.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.8% | -4.2% |
| 7D | +61.1% | -8.2% | +69.3% | +67.7% |
| 30D | +42.8% | -11.6% | +54.3% | +51.5% |
| 3M | +16.7% | -4.2% | +20.8% | +17.5% |
| 6M | -15.6% | -12.0% | -3.6% | -12.4% |
| YTD | -41.3% | -46.9% | +5.6% | -19.9% |
| 1Y | -39.3% | -47.0% | +7.7% | -17.0% |
| 3Y | +803.2% | +40.9% | +762.3% | +452.5% |
| 5Y | +313.2% | -45.4% | +358.5% | +362.2% |
| All | +506.6% | -50.2% | +556.8% | +570.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling