+131.7%
ARMK vs PEGA
+191.9%
-60.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -2.4% | +3.3% | -5.7% | -3.2% |
| 30D | 0.0% | +17.7% | -17.7% | -4.0% |
| 3M | +6.7% | +5.8% | +0.9% | +4.1% |
| 6M | +38.8% | -20.3% | +59.1% | +44.2% |
| YTD | +55.2% | -37.1% | +92.3% | +69.4% |
| 1Y | +46.6% | -30.2% | +76.8% | +54.4% |
| 3Y | +112.9% | +48.1% | +64.8% | +66.9% |
| 5Y | +144.0% | -46.8% | +190.8% | +166.6% |
| All | +131.7% | +191.9% | -60.2% | +55.5% |
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