+117.9%
ASML vs PEGA
+48.6%
+69.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.3% | -7.0% | -9.1% |
| 7D | -19.0% | -1.6% | -17.5% | -18.9% |
| 30D | -25.9% | -3.0% | -23.0% | -25.8% |
| 3M | -19.1% | +5.8% | -24.9% | -19.9% |
| 6M | -5.7% | -8.8% | +3.1% | -5.3% |
| YTD | +27.6% | -43.5% | +71.1% | +36.9% |
| 1Y | +30.8% | -43.4% | +74.2% | +40.1% |
| All | +117.9% | +48.6% | +69.3% | +82.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling