+602.8%
AU vs PEGA
+440.4%
+162.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.6% |
| 7D | -7.2% | +0.1% | -7.3% | -7.2% |
| 30D | -2.9% | -4.1% | +1.3% | -2.7% |
| 3M | -8.7% | -2.8% | -5.8% | -8.7% |
| 6M | -14.1% | -0.4% | -13.7% | -14.4% |
| YTD | +4.8% | -45.4% | +50.2% | +7.2% |
| 1Y | +11.9% | -42.6% | +54.5% | +14.2% |
| 3Y | +513.8% | +45.4% | +468.4% | +491.4% |
| 5Y | +379.3% | -44.6% | +423.9% | +376.1% |
| 10Y | +837.1% | +91.2% | +745.9% | +770.2% |
| All | +602.8% | +440.4% | +162.5% | +527.7% |
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