+214.2%
ARM vs PEGA
+45.2%
+169.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.8% | -2.3% |
| 7D | +19.8% | -4.6% | +24.4% | +21.2% |
| 30D | -21.8% | -6.8% | -15.0% | -20.5% |
| 3M | -26.5% | +2.6% | -29.1% | -28.1% |
| 6M | -3.9% | -5.4% | +1.5% | -4.8% |
| YTD | +82.8% | -46.0% | +128.8% | +115.6% |
| 1Y | +34.3% | -45.6% | +79.9% | +57.8% |
| 3Y | +282.2% | +43.2% | +239.1% | +172.0% |
| All | +214.2% | +45.2% | +169.0% | +128.5% |
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