+9,160.0%
AZO vs PEGA
+1,154.6%
+8,005.4%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.8% |
| 7D | -0.5% | -2.4% | +1.9% | -0.3% |
| 30D | -5.6% | +9.6% | -15.2% | -6.3% |
| 3M | -4.0% | +2.3% | -6.3% | -4.4% |
| 6M | -18.9% | -23.9% | +5.0% | -17.7% |
| YTD | -13.0% | -39.8% | +26.8% | -10.4% |
| 1Y | -30.4% | -37.4% | +7.0% | -28.7% |
| 3Y | +12.7% | +53.1% | -40.5% | +6.1% |
| 5Y | +89.6% | -47.2% | +136.9% | +89.6% |
| 10Y | +304.7% | +174.3% | +130.3% | +258.2% |
| All | +9,160.0% | +1,154.6% | +8,005.4% | +5,912.8% |
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 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