+229,107.5%
AAPL vs PEGA
+1,001.0%
+228,106.5%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.5% | +2.1% |
| 7D | +1.8% | -8.6% | +10.4% | +2.9% |
| 30D | +4.3% | -10.1% | +14.4% | +5.6% |
| 3M | +16.6% | -4.7% | +21.4% | +17.0% |
| 6M | +21.6% | -8.0% | +29.6% | +21.9% |
| YTD | +31.2% | -47.1% | +78.3% | +40.0% |
| 1Y | +29.6% | -47.5% | +77.0% | +38.2% |
| 3Y | +93.1% | +40.2% | +52.9% | +76.0% |
| 5Y | +146.2% | -45.7% | +192.0% | +146.6% |
| 10Y | +1,326.9% | +85.1% | +1,241.8% | +1,139.3% |
| All | +229,107.5% | +1,001.0% | +228,106.5% | +130,803.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling