-69.1%
APTV vs PEGA
-47.9%
-21.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.2% | -0.5% | -3.7% |
| 7D | +2.0% | -2.4% | +4.4% | +2.5% |
| 30D | -7.7% | +9.6% | -17.3% | -9.8% |
| 3M | -34.0% | +2.3% | -36.3% | -34.9% |
| 6M | -37.1% | -23.9% | -13.2% | -33.8% |
| YTD | -39.9% | -39.8% | -0.1% | -33.7% |
| 1Y | -44.4% | -37.4% | -7.0% | -39.7% |
| 3Y | -54.5% | +53.1% | -107.6% | -64.1% |
| 5Y | -69.1% | -47.2% | -21.9% | -68.8% |
| All | -69.1% | -47.9% | -21.2% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling