+37.0%
ABNB vs PEGA
-38.8%
+75.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.7% | -2.2% |
| 7D | -7.4% | -6.1% | -1.3% | -5.9% |
| 30D | -8.2% | +6.4% | -14.6% | -9.7% |
| 3M | +29.1% | +2.9% | +26.2% | +26.9% |
| 6M | +26.6% | -23.8% | +50.4% | +31.9% |
| YTD | +25.0% | -41.1% | +66.0% | +35.1% |
| 1Y | +37.0% | -38.2% | +75.2% | +46.9% |
| All | +37.0% | -38.8% | +75.8% | +46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling