+19.7%
ABNB vs PEGA
+48.1%
-28.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.2% | +0.1% | -3.0% |
| 7D | -4.4% | -2.4% | -2.0% | -3.7% |
| 30D | -2.0% | +9.6% | -11.6% | -4.5% |
| 3M | +29.8% | +2.3% | +27.5% | +28.1% |
| 6M | +31.0% | -23.9% | +54.9% | +38.7% |
| YTD | +28.6% | -39.8% | +68.4% | +43.4% |
| 1Y | +40.1% | -37.4% | +77.5% | +53.7% |
| 3Y | +19.7% | +53.1% | -33.4% | +1.0% |
| All | +19.7% | +48.1% | -28.4% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling