+1,361.6%
AAPL vs PEGA
+94.9%
+1,266.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.7% |
| 7D | +3.2% | -4.6% | +7.7% | +4.3% |
| 30D | +4.1% | -6.8% | +10.9% | +5.6% |
| 3M | +17.5% | +2.6% | +14.9% | +15.9% |
| 6M | +20.6% | -5.4% | +25.9% | +20.1% |
| YTD | +31.0% | -46.0% | +77.0% | +48.7% |
| 1Y | +30.2% | -45.6% | +75.8% | +47.1% |
| 3Y | +92.9% | +43.2% | +49.7% | +47.2% |
| 5Y | +142.4% | -45.3% | +187.7% | +153.6% |
| All | +1,361.6% | +94.9% | +1,266.7% | +880.7% |
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 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