+51.9%
ARMK vs PEGA
-35.6%
+87.4%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.2% | +5.6% | +1.4% |
| 7D | +1.7% | -2.4% | +4.1% | +1.7% |
| 30D | +3.1% | +9.6% | -6.5% | +3.0% |
| 3M | +9.2% | +2.3% | +6.9% | +9.2% |
| 6M | +43.7% | -23.9% | +67.6% | +44.3% |
| YTD | +57.4% | -39.8% | +97.1% | +63.5% |
| 1Y | +51.9% | -37.4% | +89.3% | +56.2% |
| All | +51.9% | -35.6% | +87.4% | +56.2% |
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