+3,906.2%
AXP vs PEGA
+1,209.2%
+2,697.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -1.0% |
| 7D | -2.1% | +3.3% | -5.4% | -2.5% |
| 30D | -6.5% | +17.7% | -24.3% | -8.6% |
| 3M | +4.6% | +5.8% | -1.1% | +3.3% |
| 6M | +5.4% | -20.3% | +25.7% | +7.7% |
| YTD | -11.1% | -37.1% | +26.0% | -6.8% |
| 1Y | -0.3% | -30.2% | +29.9% | +2.8% |
| 3Y | +111.6% | +48.1% | +63.5% | +93.5% |
| 5Y | +117.6% | -46.8% | +164.4% | +120.1% |
| 10Y | +474.1% | +191.3% | +282.8% | +375.6% |
| All | +3,906.2% | +1,209.2% | +2,697.0% | +2,285.1% |
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