+653.5%
APP vs PEGA
+49.4%
+604.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.6% |
| 7D | +0.9% | +3.3% | -2.4% | -0.5% |
| 30D | -23.3% | +17.7% | -41.0% | -28.6% |
| 3M | -42.6% | +5.8% | -48.4% | -44.7% |
| 6M | -33.6% | -20.3% | -13.4% | -28.0% |
| YTD | -52.4% | -37.1% | -15.3% | -43.4% |
| 1Y | -35.9% | -30.2% | -5.7% | -27.4% |
| All | +653.5% | +49.4% | +604.2% | +354.8% |
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