+47.1%
ARMK vs PEGA
-47.6%
+94.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.9% | +8.1% | +4.2% |
| 7D | +0.9% | -10.0% | +10.9% | +0.9% |
| 30D | -0.4% | -12.7% | +12.3% | -0.4% |
| 3M | -2.0% | -4.6% | +2.6% | -2.1% |
| 6M | +22.0% | -13.1% | +35.0% | +21.9% |
| YTD | +49.6% | -47.6% | +97.2% | +58.0% |
| All | +47.1% | -47.6% | +94.7% | +55.3% |
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