-61.5%
ADBE vs PEGA
-48.2%
-13.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -0.3% |
| 7D | -8.9% | -6.1% | -2.8% | -7.1% |
| 30D | -6.6% | +6.4% | -13.0% | -8.3% |
| 3M | +7.1% | +2.9% | +4.2% | +5.9% |
| 6M | -9.8% | -23.8% | +14.1% | -3.2% |
| YTD | -27.2% | -41.1% | +13.9% | -16.8% |
| 1Y | -28.0% | -38.2% | +10.2% | -19.2% |
| 3Y | -54.5% | +49.8% | -104.4% | -63.3% |
| 5Y | -61.5% | -48.0% | -13.5% | -50.5% |
| All | -61.5% | -48.2% | -13.3% | -50.5% |
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