+1,395.4%
ASML vs PEGA
+101.4%
+1,294.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.5% | +8.5% | +6.0% |
| 7D | -9.0% | -4.5% | -4.5% | -7.8% |
| 30D | -21.0% | -5.7% | -15.3% | -20.0% |
| 3M | -16.3% | +2.6% | -18.9% | -18.1% |
| 6M | -7.5% | -10.6% | +3.1% | -7.5% |
| YTD | +34.0% | -45.5% | +79.5% | +53.9% |
| 1Y | +39.3% | -44.8% | +84.1% | +58.7% |
| 3Y | +128.9% | +45.5% | +83.3% | +61.1% |
| 5Y | +76.1% | -45.3% | +121.4% | +81.8% |
| All | +1,395.4% | +101.4% | +1,294.0% | +866.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling