-35.7%
AUR vs PEGA
-38.3%
+2.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.0% |
| 7D | +1.4% | -3.0% | +4.4% | +2.5% |
| 30D | -6.4% | +15.9% | -22.3% | -12.3% |
| 3M | +7.7% | +10.8% | -3.1% | +0.7% |
| 6M | +44.5% | -16.5% | +61.0% | +51.3% |
| YTD | +67.4% | -39.0% | +106.5% | +97.2% |
| 1Y | +15.4% | -37.3% | +52.7% | +32.7% |
| 3Y | +94.8% | +59.2% | +35.7% | +23.5% |
| 5Y | -35.1% | -44.9% | +9.8% | -28.8% |
| All | -35.7% | -38.3% | +2.6% | -30.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling