+130.3%
ARMK vs PEGA
+94.9%
+35.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.3% |
| 7D | +7.1% | -4.6% | +11.7% | +8.2% |
| 30D | -1.6% | -6.8% | +5.2% | -0.4% |
| 3M | -10.5% | +2.6% | -13.1% | -11.8% |
| 6M | +11.8% | -5.4% | +17.2% | +11.1% |
| YTD | +47.3% | -46.0% | +93.3% | +66.0% |
| 1Y | +41.5% | -45.6% | +87.1% | +58.8% |
| 3Y | +95.3% | +43.2% | +52.2% | +51.1% |
| 5Y | +108.1% | -45.3% | +153.4% | +118.2% |
| All | +130.3% | +94.9% | +35.4% | +68.6% |
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