+141.2%
APTV vs PEGA
+342.9%
-201.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -8.9% | -8.6% | -0.3% | -6.5% |
| 30D | -9.5% | -10.1% | +0.6% | -6.8% |
| 3M | -20.6% | -4.7% | -15.8% | -19.9% |
| 6M | -28.9% | -8.0% | -20.9% | -28.5% |
| YTD | -48.2% | -47.1% | -1.1% | -39.6% |
| 1Y | -51.7% | -47.5% | -4.2% | -43.7% |
| 3Y | -48.1% | +40.2% | -88.3% | -59.7% |
| 5Y | -76.7% | -45.7% | -30.9% | -76.5% |
| 10Y | -25.6% | +85.1% | -110.7% | -46.9% |
| All | +141.2% | +342.9% | -201.7% | +41.4% |
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