+1,534.9%
ASML vs PEGA
+92.7%
+1,442.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.7% |
| 7D | -2.9% | -8.2% | +5.4% | -0.5% |
| 30D | -15.2% | -11.6% | -3.6% | -12.6% |
| 3M | -12.9% | -4.2% | -8.8% | -13.2% |
| 6M | -5.0% | -12.0% | +6.9% | -4.7% |
| YTD | +41.8% | -46.9% | +88.7% | +63.9% |
| 1Y | +46.0% | -47.0% | +93.0% | +68.4% |
| 3Y | +133.5% | +40.9% | +92.6% | +65.8% |
| 5Y | +93.0% | -45.4% | +138.4% | +97.8% |
| 10Y | +1,534.9% | +95.9% | +1,439.0% | +965.1% |
| All | +1,534.9% | +92.7% | +1,442.2% | +965.1% |
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