-25.6%
ADSK vs PEGA
-47.2%
+21.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +1.8% |
| 7D | -10.9% | -5.3% | -5.6% | -9.3% |
| 30D | -15.9% | +8.3% | -24.2% | -18.1% |
| 3M | -4.4% | +8.9% | -13.3% | -7.4% |
| 6M | -16.6% | -19.7% | +3.1% | -11.6% |
| YTD | -28.5% | -39.9% | +11.4% | -17.7% |
| 1Y | -34.6% | -36.4% | +1.7% | -26.6% |
| 3Y | -3.5% | +52.8% | -56.3% | -25.5% |
| 5Y | -25.6% | -45.7% | +20.1% | -14.2% |
| All | -25.6% | -47.2% | +21.6% | -14.2% |
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