+288.6%
AZO vs PEGA
+184.6%
+103.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.3% |
| 7D | -3.6% | -3.0% | -0.6% | -3.2% |
| 30D | -5.6% | +15.9% | -21.4% | -7.3% |
| 3M | -6.6% | +10.8% | -17.5% | -8.1% |
| 6M | -22.5% | -16.5% | -6.0% | -21.5% |
| YTD | -15.2% | -39.0% | +23.8% | -11.3% |
| 1Y | -33.9% | -37.3% | +3.3% | -31.4% |
| 3Y | +11.8% | +59.2% | -47.4% | -2.4% |
| 5Y | +85.5% | -44.9% | +130.4% | +94.2% |
| All | +288.6% | +184.6% | +103.9% | +224.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling