+803.3%
APP vs PEGA
+48.6%
+754.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.3% | +33.3% | +32.0% |
| 7D | +39.7% | -1.6% | +41.3% | +40.3% |
| 30D | +27.7% | -3.0% | +30.7% | +28.9% |
| 3M | -14.8% | +5.8% | -20.6% | -17.4% |
| 6M | -25.5% | -8.8% | -16.7% | -23.9% |
| YTD | -47.2% | -43.5% | -3.6% | -34.5% |
| 1Y | -42.3% | -43.4% | +1.1% | -28.4% |
| All | +803.3% | +48.6% | +754.7% | +478.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling