+162.2%
ARM vs PEGA
+52.0%
+110.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.3% | -10.8% | -12.4% |
| 7D | -27.1% | -1.6% | -25.5% | -26.7% |
| 30D | -44.9% | -3.0% | -41.9% | -44.5% |
| 3M | -39.3% | +5.8% | -45.1% | -41.1% |
| 6M | -20.2% | -8.8% | -11.3% | -19.6% |
| YTD | +52.5% | -43.5% | +96.0% | +78.0% |
| 1Y | +4.1% | -43.4% | +47.5% | +21.2% |
| 3Y | +211.7% | +48.6% | +163.1% | +120.9% |
| All | +162.2% | +52.0% | +110.2% | +88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling