+446.2%
APP vs PEGA
-47.0%
+493.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -2.3% | +33.3% | +32.3% |
| 7D | +39.7% | -1.6% | +41.3% | +40.5% |
| 30D | +27.7% | -3.0% | +30.7% | +29.2% |
| 3M | -14.8% | +5.8% | -20.6% | -18.4% |
| 6M | -25.5% | -8.8% | -16.7% | -23.7% |
| YTD | -47.2% | -43.5% | -3.6% | -30.0% |
| 1Y | -42.3% | -43.4% | +1.1% | -23.6% |
| 3Y | +806.8% | +48.6% | +758.2% | +442.1% |
| 5Y | +261.6% | -43.3% | +305.0% | +299.1% |
| All | +446.2% | -47.0% | +493.2% | +485.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling