+40.3%
ARMK vs PEGA
-44.4%
+84.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | -5.8% | -2.9% | -3.0% | -5.8% |
| 30D | -5.3% | -0.5% | -4.8% | -5.3% |
| 3M | -6.7% | +8.5% | -15.2% | -6.9% |
| 6M | +17.4% | -6.3% | +23.6% | +17.4% |
| YTD | +43.0% | -42.2% | +85.2% | +51.0% |
| 1Y | +40.3% | -43.4% | +83.8% | +50.1% |
| All | +40.3% | -44.4% | +84.8% | +50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling