+15.9%
ABNB vs PEGA
-41.5%
+57.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.1% | -1.9% |
| 7D | -9.5% | -5.3% | -4.2% | -7.7% |
| 30D | -9.4% | +8.3% | -17.7% | -12.1% |
| 3M | +29.9% | +8.9% | +20.9% | +24.7% |
| 6M | +26.6% | -19.7% | +46.3% | +34.5% |
| YTD | +23.5% | -39.9% | +63.4% | +43.9% |
| 1Y | +35.8% | -36.4% | +72.2% | +53.4% |
| 3Y | +15.0% | +52.8% | -37.8% | -16.7% |
| 5Y | +1.5% | -45.7% | +47.1% | +12.7% |
| All | +15.9% | -41.5% | +57.3% | +16.9% |
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