+887.9%
APP vs PEGA
+46.3%
+841.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.2% | +2.7% | +3.4% |
| 7D | +4.6% | +0.1% | +4.5% | +4.4% |
| 30D | +56.0% | -4.1% | +60.2% | +57.7% |
| 3M | +30.8% | -2.8% | +33.7% | +31.0% |
| 6M | -9.8% | -0.4% | -9.4% | -11.7% |
| YTD | -39.3% | -45.4% | +6.1% | -24.1% |
| 1Y | -26.4% | -42.6% | +16.2% | -9.7% |
| 3Y | +887.9% | +45.4% | +842.5% | +563.7% |
| All | +887.9% | +46.3% | +841.6% | +563.7% |
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