+29.9%
AAPL vs PEGA
-44.4%
+74.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.3% |
| 7D | +1.7% | -2.9% | +4.5% | +1.8% |
| 30D | +5.0% | -0.5% | +5.5% | +4.9% |
| 3M | +13.1% | +8.5% | +4.6% | +12.6% |
| 6M | +26.5% | -6.3% | +32.8% | +25.1% |
| YTD | +28.9% | -42.2% | +71.1% | +30.8% |
| 1Y | +29.9% | -43.4% | +73.3% | +35.1% |
| All | +29.9% | -44.4% | +74.3% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling