+35.1%
AAPL vs PEGA
-38.8%
+73.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.2% |
| 7D | -3.0% | -6.1% | +3.2% | -2.7% |
| 30D | +2.3% | +6.4% | -4.1% | +2.0% |
| 3M | +8.6% | +2.9% | +5.7% | +7.8% |
| 6M | +21.6% | -23.8% | +45.4% | +20.5% |
| YTD | +16.3% | -41.1% | +57.4% | +17.4% |
| 1Y | +35.1% | -38.2% | +73.3% | +35.5% |
| All | +35.1% | -38.8% | +73.9% | +35.5% |
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