-32.0%
APP vs PEGA
-47.0%
+15.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.8% | +2.5% |
| 7D | +48.9% | -8.6% | +57.6% | +54.1% |
| 30D | +49.4% | -10.1% | +59.5% | +55.5% |
| 3M | +27.0% | -4.7% | +31.8% | +27.9% |
| 6M | -15.4% | -8.0% | -7.4% | -14.1% |
| YTD | -39.9% | -47.1% | +7.2% | -13.0% |
| 1Y | -32.0% | -47.5% | +15.5% | -0.9% |
| All | -32.0% | -47.0% | +15.1% | -0.9% |
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 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