+1,254.4%
AAPL vs PEGA
+180.6%
+1,073.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +3.1% |
| 7D | -0.5% | -5.3% | +4.8% | +0.9% |
| 30D | +7.1% | +8.3% | -1.2% | +4.8% |
| 3M | +12.1% | +8.9% | +3.2% | +8.7% |
| 6M | +25.4% | -19.7% | +45.2% | +30.4% |
| YTD | +20.5% | -39.9% | +60.4% | +33.6% |
| 1Y | +44.5% | -36.4% | +80.9% | +56.3% |
| 3Y | +85.8% | +52.8% | +33.0% | +41.4% |
| 5Y | +124.8% | -45.7% | +170.4% | +140.3% |
| All | +1,254.4% | +180.6% | +1,073.8% | +815.6% |
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 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