+6.5%
ABNB vs PEGA
-47.9%
+54.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.2% | +0.1% | -2.6% |
| 7D | -4.4% | -2.4% | -2.0% | -3.6% |
| 30D | -2.0% | +9.6% | -11.6% | -5.3% |
| 3M | +29.8% | +2.3% | +27.5% | +27.5% |
| 6M | +31.0% | -23.9% | +54.9% | +41.6% |
| YTD | +28.6% | -39.8% | +68.4% | +49.3% |
| 1Y | +40.1% | -37.4% | +77.5% | +58.8% |
| 3Y | +19.7% | +53.1% | -33.4% | -12.9% |
| 5Y | +6.5% | -47.2% | +53.7% | +28.6% |
| All | +6.5% | -47.9% | +54.4% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling