+193.0%
ARM vs PEGA
+41.1%
+151.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -3.9% | +10.6% | +7.8% |
| 7D | -5.3% | -10.0% | +4.6% | -2.6% |
| 30D | -30.0% | -12.7% | -17.4% | -27.5% |
| 3M | -34.1% | -4.6% | -29.5% | -34.2% |
| 6M | -12.6% | -13.1% | +0.4% | -11.1% |
| YTD | +70.4% | -47.6% | +118.0% | +102.8% |
| 1Y | +22.3% | -47.0% | +69.3% | +44.7% |
| 3Y | +261.2% | +42.0% | +219.2% | +155.2% |
| All | +193.0% | +41.1% | +151.9% | +114.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling