+95.0%
ARMK vs PEGA
+41.6%
+53.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.8% |
| 7D | +2.8% | -8.6% | +11.4% | +3.5% |
| 30D | -1.8% | -10.1% | +8.3% | -1.1% |
| 3M | -10.9% | -4.7% | -6.1% | -10.8% |
| 6M | +21.2% | -8.0% | +29.2% | +21.3% |
| YTD | +47.0% | -47.1% | +94.1% | +55.1% |
| 1Y | +42.9% | -47.5% | +90.3% | +50.7% |
| All | +95.0% | +41.6% | +53.4% | +91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling