+117.0%
AXP vs PEGA
-46.5%
+163.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -0.9% |
| 7D | -2.1% | +3.3% | -5.4% | -2.7% |
| 30D | -6.5% | +17.7% | -24.3% | -9.5% |
| 3M | +4.6% | +5.8% | -1.1% | +2.8% |
| 6M | +5.4% | -20.3% | +25.7% | +8.9% |
| YTD | -11.1% | -37.1% | +26.0% | -4.3% |
| 1Y | -0.3% | -30.2% | +29.9% | +4.5% |
| 3Y | +111.6% | +48.1% | +63.5% | +83.7% |
| All | +117.0% | -46.5% | +163.5% | +142.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling