+500.0%
APP vs PEGA
-48.9%
+548.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -3.5% | +13.3% | +11.8% |
| 7D | +71.2% | -4.5% | +75.7% | +74.6% |
| 30D | +39.1% | -5.7% | +44.8% | +42.6% |
| 3M | +16.5% | +2.6% | +14.0% | +13.2% |
| 6M | -16.6% | -10.6% | -6.0% | -13.8% |
| YTD | -41.9% | -45.5% | +3.5% | -21.7% |
| 1Y | -37.0% | -44.8% | +7.7% | -15.7% |
| 3Y | +892.4% | +45.5% | +846.9% | +497.5% |
| 5Y | +297.3% | -45.3% | +342.6% | +346.2% |
| All | +500.0% | -48.9% | +548.9% | +554.9% |
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