+89.2%
AAPL vs PEGA
+44.0%
+45.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | +5.0% | -8.2% | +13.2% | +5.8% |
| 30D | +3.5% | -11.6% | +15.1% | +4.6% |
| 3M | +13.1% | -4.2% | +17.2% | +13.2% |
| 6M | +19.0% | -12.0% | +31.0% | +19.6% |
| YTD | +28.5% | -46.9% | +75.4% | +36.0% |
| 1Y | +29.7% | -47.0% | +76.7% | +37.1% |
| 3Y | +89.2% | +40.9% | +48.4% | +71.8% |
| All | +89.2% | +44.0% | +45.3% | +71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling