+3,925.7%
ADSK vs PEGA
+1,154.6%
+2,771.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.2% | +1.6% | -1.9% |
| 7D | -14.3% | -2.4% | -11.9% | -14.0% |
| 30D | -14.8% | +9.6% | -24.4% | -16.2% |
| 3M | -5.7% | +2.3% | -8.0% | -6.2% |
| 6M | -18.7% | -23.9% | +5.2% | -15.0% |
| YTD | -28.3% | -39.8% | +11.5% | -22.2% |
| 1Y | -35.1% | -37.4% | +2.3% | -30.3% |
| 3Y | -3.2% | +53.1% | -56.3% | -13.6% |
| 5Y | -26.7% | -47.2% | +20.5% | -23.8% |
| 10Y | +208.4% | +174.3% | +34.1% | +155.0% |
| All | +3,925.7% | +1,154.6% | +2,771.1% | +2,280.5% |
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 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