-63.8%
ADBE vs PEGA
-45.2%
-18.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -0.3% |
| 7D | -3.2% | -4.6% | +1.4% | -1.8% |
| 30D | +1.0% | -6.8% | +7.8% | +3.2% |
| 3M | -7.8% | +2.6% | -10.4% | -8.3% |
| 6M | -1.0% | -5.4% | +4.4% | +0.6% |
| YTD | -31.8% | -46.0% | +14.2% | -20.0% |
| 1Y | -29.2% | -45.6% | +16.4% | -17.2% |
| 3Y | -60.1% | +43.2% | -103.2% | -67.2% |
| All | -63.8% | -45.2% | -18.7% | -53.2% |
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