+25.2%
ABNB vs PEGA
-47.4%
+72.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.7% |
| 7D | +6.5% | -4.6% | +11.0% | +8.0% |
| 30D | +9.4% | -6.8% | +16.2% | +11.8% |
| 3M | +0.6% | +2.6% | -2.0% | -1.2% |
| 6M | +33.7% | -5.4% | +39.1% | +33.9% |
| YTD | +33.5% | -46.0% | +79.5% | +60.6% |
| 1Y | +48.8% | -45.6% | +94.5% | +78.2% |
| 3Y | +53.3% | +43.2% | +10.2% | +12.7% |
| 5Y | -12.3% | -45.3% | +33.0% | -4.6% |
| All | +25.2% | -47.4% | +72.6% | +30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling