+25.2%
ABNB vs PEGA
-48.5%
+73.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.6% | -2.9% |
| 7D | +2.7% | -8.6% | +11.3% | +5.8% |
| 30D | +10.8% | -10.1% | +20.9% | +14.6% |
| 3M | -2.1% | -4.7% | +2.7% | -1.2% |
| 6M | +32.2% | -8.0% | +40.1% | +33.7% |
| YTD | +33.5% | -47.1% | +80.6% | +61.8% |
| 1Y | +47.8% | -47.5% | +95.3% | +79.2% |
| 3Y | +53.3% | +40.2% | +13.1% | +13.6% |
| 5Y | -5.5% | -45.7% | +40.3% | +3.1% |
| All | +25.2% | -48.5% | +73.7% | +31.3% |
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