+129.4%
ARMK vs PEGA
+99.2%
+30.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.9% | +8.1% | +5.1% |
| 7D | +0.9% | -10.0% | +10.9% | +3.3% |
| 30D | -0.4% | -12.7% | +12.3% | +2.5% |
| 3M | -2.0% | -4.6% | +2.6% | -1.7% |
| 6M | +22.0% | -13.1% | +35.0% | +23.7% |
| YTD | +49.6% | -47.6% | +97.2% | +69.7% |
| 1Y | +46.4% | -47.0% | +93.4% | +65.3% |
| 3Y | +103.2% | +42.0% | +61.2% | +57.2% |
| 5Y | +108.1% | -47.8% | +156.0% | +121.5% |
| 10Y | +129.4% | +92.0% | +37.5% | +69.4% |
| All | +129.4% | +99.2% | +30.3% | +69.4% |
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