+228.9%
ARM vs PEGA
+43.4%
+185.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.5% | +8.2% | +5.7% |
| 7D | -15.2% | -4.5% | -10.7% | -14.2% |
| 30D | -40.7% | -5.7% | -35.0% | -39.9% |
| 3M | -39.1% | +2.6% | -41.7% | -40.4% |
| 6M | -26.4% | -10.6% | -15.8% | -25.6% |
| YTD | +59.7% | -45.5% | +105.2% | +87.6% |
| 1Y | +10.3% | -44.8% | +55.1% | +28.8% |
| 3Y | +228.9% | +45.5% | +183.3% | +130.4% |
| All | +228.9% | +43.4% | +185.4% | +130.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling