+527.5%
APP vs PEGA
-48.8%
+576.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.2% | +2.7% | +3.2% |
| 7D | +4.6% | +0.1% | +4.5% | +4.3% |
| 30D | +56.0% | -4.1% | +60.2% | +58.2% |
| 3M | +30.8% | -2.8% | +33.7% | +30.8% |
| 6M | -9.8% | -0.4% | -9.4% | -12.7% |
| YTD | -39.3% | -45.4% | +6.1% | -18.4% |
| 1Y | -26.4% | -42.6% | +16.2% | -3.9% |
| 3Y | +887.9% | +45.4% | +842.5% | +493.1% |
| 5Y | +264.1% | -44.6% | +308.7% | +304.2% |
| All | +527.5% | -48.8% | +576.2% | +582.5% |
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