+528.8%
APP vs PEGA
-50.8%
+579.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -3.9% | +8.7% | +7.0% |
| 7D | +79.2% | -10.0% | +89.1% | +88.5% |
| 30D | +48.0% | -12.7% | +60.7% | +58.2% |
| 3M | +18.2% | -4.6% | +22.8% | +19.4% |
| 6M | -12.5% | -13.1% | +0.6% | -8.5% |
| YTD | -39.2% | -47.6% | +8.4% | -16.3% |
| 1Y | -33.9% | -47.0% | +13.2% | -9.5% |
| 3Y | +933.3% | +42.0% | +891.3% | +527.8% |
| 5Y | +295.9% | -47.8% | +343.7% | +355.4% |
| All | +528.8% | -50.8% | +579.7% | +600.1% |
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