-10.2%
ADSK vs PEGA
-44.4%
+34.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | 0.0% | +7.0% | +7.0% |
| 7D | +11.4% | -2.9% | +14.3% | +12.9% |
| 30D | +21.9% | -0.5% | +22.4% | +22.1% |
| 3M | +13.9% | +8.5% | +5.4% | +9.9% |
| 6M | +9.1% | -6.3% | +15.4% | +10.4% |
| YTD | -8.8% | -42.2% | +33.4% | +8.5% |
| 1Y | -10.2% | -43.4% | +33.2% | +9.4% |
| All | -10.2% | -44.4% | +34.2% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling