+206,124.3%
AAPL vs PEGA
+1,209.2%
+204,915.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.6% | -2.4% |
| 7D | +0.1% | +3.3% | -3.2% | -0.3% |
| 30D | +3.0% | +17.7% | -14.8% | +0.7% |
| 3M | +2.9% | +5.8% | -2.9% | +1.7% |
| 6M | +22.1% | -20.3% | +42.4% | +24.7% |
| YTD | +18.0% | -37.1% | +55.2% | +23.5% |
| 1Y | +33.9% | -30.2% | +64.1% | +37.7% |
| 3Y | +71.2% | +48.1% | +23.1% | +55.1% |
| 5Y | +112.6% | -46.8% | +159.4% | +113.7% |
| 10Y | +1,198.8% | +191.3% | +1,007.5% | +971.8% |
| All | +206,124.3% | +1,209.2% | +204,915.0% | +115,366.0% |
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