+193.5%
APTV vs PEGA
+426.7%
-233.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.0% | +3.3% |
| 7D | +4.8% | +3.3% | +1.5% | +3.8% |
| 30D | +2.0% | +17.7% | -15.8% | -3.0% |
| 3M | -34.2% | +5.8% | -40.0% | -36.2% |
| 6M | -34.7% | -20.3% | -14.4% | -31.6% |
| YTD | -37.0% | -37.1% | +0.2% | -30.0% |
| 1Y | -40.4% | -30.2% | -10.2% | -36.4% |
| 3Y | -54.1% | +48.1% | -102.2% | -64.7% |
| 5Y | -68.0% | -46.8% | -21.2% | -67.1% |
| 10Y | -15.5% | +191.3% | -206.8% | -46.2% |
| All | +193.5% | +426.7% | -233.2% | +64.1% |
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