+272.1%
ARMK vs PEGA
+179.4%
+92.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.5% | +7.9% | +5.2% |
| 7D | -2.6% | -4.5% | +1.9% | -1.7% |
| 30D | -5.2% | -5.7% | +0.5% | -4.3% |
| 3M | -6.5% | +2.6% | -9.1% | -7.7% |
| 6M | +15.3% | -10.6% | +25.9% | +16.2% |
| YTD | +43.6% | -45.5% | +89.1% | +60.1% |
| 1Y | +42.1% | -44.8% | +86.8% | +57.6% |
| 3Y | +94.0% | +45.5% | +48.5% | +54.7% |
| 5Y | +96.3% | -45.3% | +141.6% | +99.1% |
| 10Y | +126.7% | +102.4% | +24.3% | +67.5% |
| All | +272.1% | +179.4% | +92.8% | +171.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling