+678.6%
AU vs PEGA
-45.0%
+723.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.4% |
| 7D | -4.3% | -3.0% | -1.3% | -4.1% |
| 30D | +7.3% | +15.9% | -8.6% | +6.1% |
| 3M | +26.3% | +10.8% | +15.5% | +24.9% |
| 6M | +1.8% | -16.5% | +18.3% | +2.8% |
| YTD | +26.8% | -39.0% | +65.8% | +31.0% |
| 1Y | +66.7% | -37.3% | +104.0% | +71.6% |
| 3Y | +579.1% | +59.2% | +519.9% | +520.5% |
| All | +678.6% | -45.0% | +723.6% | +613.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling