+86.1%
AXP vs PEGA
-44.5%
+130.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | +4.4% | -4.1% | +8.6% | +5.1% |
| 3M | -6.4% | -2.8% | -3.6% | -6.2% |
| 6M | +4.2% | -0.4% | +4.6% | +3.0% |
| YTD | -12.4% | -45.4% | +33.0% | -3.4% |
| 1Y | -11.1% | -42.6% | +31.5% | -3.1% |
| 3Y | +114.9% | +45.4% | +69.5% | +86.6% |
| All | +86.1% | -44.5% | +130.6% | +93.8% |
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 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