+3,904.0%
AXP vs PEGA
+1,076.4%
+2,827.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -2.0% |
| 7D | +0.4% | -1.6% | +2.0% | +0.6% |
| 30D | +7.0% | -3.0% | +10.0% | +7.4% |
| 3M | -6.6% | +5.8% | -12.4% | -7.5% |
| 6M | +3.5% | -8.8% | +12.3% | +3.9% |
| YTD | -11.2% | -43.5% | +32.3% | -5.7% |
| 1Y | -10.2% | -43.4% | +33.2% | -4.7% |
| 3Y | +120.0% | +48.6% | +71.4% | +101.1% |
| 5Y | +95.6% | -43.3% | +138.9% | +96.2% |
| 10Y | +468.1% | +109.7% | +358.5% | +388.7% |
| All | +3,904.0% | +1,076.4% | +2,827.6% | +2,313.7% |
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