-11.2%
AXP vs PEGA
-45.2%
+33.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.8% |
| 7D | +0.6% | -4.5% | +5.1% | +1.2% |
| 30D | +5.8% | -5.7% | +11.5% | +6.5% |
| 3M | -6.0% | +2.7% | -8.7% | -6.5% |
| 6M | +0.3% | -10.5% | +10.8% | +1.5% |
| YTD | -12.3% | -45.4% | +33.2% | -4.4% |
| 1Y | -11.2% | -44.7% | +33.5% | -3.8% |
| All | -11.2% | -45.2% | +33.9% | -3.8% |
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