-6.7%
AXP vs PEGA
-44.4%
+37.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.2% |
| 7D | +4.6% | -2.9% | +7.5% | +5.0% |
| 30D | +9.7% | -0.5% | +10.2% | +9.7% |
| 3M | -3.8% | +8.5% | -12.3% | -5.0% |
| 6M | +4.8% | -6.3% | +11.1% | +5.5% |
| YTD | -9.1% | -42.2% | +33.1% | -2.1% |
| 1Y | -6.7% | -43.4% | +36.7% | +2.5% |
| All | -6.7% | -44.4% | +37.7% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling