+12.0%
AZO vs PEGA
+52.0%
-40.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.1% |
| 7D | -2.9% | -5.3% | +2.4% | -2.7% |
| 30D | -5.3% | +8.3% | -13.6% | -5.6% |
| 3M | -7.3% | +8.9% | -16.3% | -7.9% |
| 6M | -22.7% | -19.7% | -2.9% | -22.7% |
| YTD | -15.0% | -39.9% | +24.9% | -14.8% |
| 1Y | -32.2% | -36.4% | +4.1% | -32.2% |
| All | +12.0% | +52.0% | -40.0% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling