+296.4%
ARM vs PEGA
+69.2%
+227.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +4.2% |
| 7D | +5.5% | +3.3% | +2.2% | +4.4% |
| 30D | -8.2% | +17.7% | -25.9% | -12.9% |
| 3M | -35.9% | +5.8% | -41.7% | -37.8% |
| 6M | +103.1% | -20.3% | +123.4% | +115.5% |
| YTD | +130.6% | -37.1% | +167.8% | +163.0% |
| 1Y | +86.1% | -30.2% | +116.3% | +102.0% |
| All | +296.4% | +69.2% | +227.3% | +178.7% |
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 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