-34.9%
AUR vs PEGA
-39.1%
+4.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.2% | +6.9% | +4.3% |
| 7D | +19.2% | -2.4% | +21.6% | +20.3% |
| 30D | -7.8% | +9.6% | -17.4% | -11.7% |
| 3M | +4.0% | +2.3% | +1.7% | +0.6% |
| 6M | +45.0% | -23.9% | +68.9% | +57.8% |
| YTD | +69.5% | -39.8% | +109.3% | +100.7% |
| 1Y | +13.0% | -37.4% | +50.4% | +30.1% |
| 3Y | +90.4% | +53.1% | +37.2% | +23.2% |
| 5Y | -34.2% | -47.2% | +13.1% | -27.3% |
| All | -34.9% | -39.1% | +4.2% | -29.0% |
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