+6,547.5%
ADBE vs PEGA
+1,209.2%
+5,338.3%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.0% | -5.8% | -6.6% |
| 7D | -8.6% | +3.3% | -11.9% | -9.1% |
| 30D | +2.8% | +17.7% | -15.0% | 0.0% |
| 3M | +3.1% | +5.8% | -2.7% | +2.1% |
| 6M | -2.4% | -20.3% | +17.8% | +1.2% |
| YTD | -23.9% | -37.1% | +13.3% | -18.3% |
| 1Y | -22.6% | -30.2% | +7.6% | -18.5% |
| 3Y | -52.7% | +48.1% | -100.8% | -57.2% |
| 5Y | -60.0% | -46.8% | -13.2% | -58.6% |
| 10Y | +157.3% | +191.3% | -34.0% | +111.8% |
| All | +6,547.5% | +1,209.2% | +5,338.3% | +3,451.9% |
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